A short history of Markov chain Monte Carlo: Subjective recollections from incomplete data

DOI10.1214/10-STS351zbMath1222.65006arXiv0808.2902OpenAlexW2114449404MaRDI QIDQ635417

George Casella, Christian P. Robert Robert

Publication date: 19 August 2011

Published in: Statistical Science (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0808.2902

zbMATH Keywords

Markov chain Monte CarloGibbs samplingBayesian methodshierarchical modelsMetropolis-Hasting algorithm

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Monte Carlo methods (65C05) History of mathematics in the 20th century (01A60) Numerical analysis or methods applied to Markov chains (65C40) History of numerical analysis (65-03)

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