Faming Liang: 1 book
Advanced Markov Chain Monte Carlo Methods
Learning from Past Samples
Language: English
Release Date: July 5, 2011
Markov Chain Monte Carlo (MCMC) methods are now an indispensable tool in scientific computing. This book discusses recent developments of MCMC methods with an emphasis on those making use of past sample information during simulations. The application examples are drawn from diverse fields such as...
