A short history of MCMC: Subjective recollections from incomplete data

zbMATH Open1229.65020MaRDI QIDQ3172402FDOQ3172402

Authors George Casella, Christian P. Robert Robert 

Publication date 5 October 2011

zbMATH Keywords

Gibbs samplingparticle filtersMetropolis-Hastings algorithmsMarkov chain Monte Carlo (MCMC) algorithm

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40)

Recommendations

• A short history of Markov chain Monte Carlo: Subjective recollections from incomplete data
• The evolution of Markov chain Monte Carlo methods
• Markov-chain monte carlo: Some practical implications of theoretical results
• Markov chain Monte Carlo. Stochastic simulation for Bayesian inference.
• Particle Markov Chain Monte Carlo Methods

Cited in

(5)

• Analysis of the lifetime performance index in Gompertz distribution based on \(k\)-record values
• The Convergence of Markov Chain Monte Carlo Methods: From the Metropolis Method to Hamiltonian Monte Carlo
• From EM to data augmentation: the emergence of MCMC Bayesian computation in the 1980s
• The evolution of Markov chain Monte Carlo methods
• A short history of Markov chain Monte Carlo: Subjective recollections from incomplete data

This page was built for publication: A short history of MCMC: Subjective recollections from incomplete data

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3172402)