The Markov chain Monte Carlo revolution

DOI10.1090/S0273-0979-08-01238-XzbMath1168.60032WikidataQ56172088 ScholiaQ56172088MaRDI QIDQ3623558

Persi Diaconis

Publication date: 21 April 2009

Published in: Bulletin of the American Mathematical Society (Search for Journal in Brave)

zbMATH Keywords

Metropolis algorithmMonte-Carlo simulationsself-adjoint operatorsreversible Markov chains

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22)

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Uses Software

• BaM

Cites Work

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