THE MARKOV CHAIN MONTE CARLO REVOLUTION

被引：0
|
作者：
Diaconis, Persi [1 ]
机构：
[1] Stanford Univ, Dept Math & Stat, Stanford, CA 94305 USA
来源：
BULLETIN OF THE AMERICAN MATHEMATICAL SOCIETY | 2009年 / 46卷 / 02期
基金：
美国国家科学基金会;
关键词：
ALGORITHMS;
D O I：
暂无
中图分类号：
O1 [数学];
学科分类号：
0701 ; 070101 ;
摘要：
The use of simulation for high-dimensional intractable computations has revolutionized applied mathematics. Designing, improving and understanding the new tools leads to (and leans on) fascinating mathematics, from representation theory through micro-local analysis.
引用
收藏
页码：179 / 205
页数：27
相关论文
共 50 条
  • [1] Markov Chain Monte Carlo
    Henry, Ronnie
    [J]. EMERGING INFECTIOUS DISEASES, 2019, 25 (12) : 2298 - 2298
  • [2] Population Markov Chain Monte Carlo
    Laskey, KB
    Myers, JW
    [J]. MACHINE LEARNING, 2003, 50 (1-2) : 175 - 196
  • [3] Monte Carlo integration with Markov chain
    Tan, Zhiqiang
    [J]. JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 2008, 138 (07) : 1967 - 1980
  • [4] Population Markov Chain Monte Carlo
    Kathryn Blackmond Laskey
    James W. Myers
    [J]. Machine Learning, 2003, 50 : 175 - 196
  • [5] On nonlinear Markov chain Monte Carlo
    Andrieu, Christophe
    Jasra, Ajay
    Doucet, Arnaud
    Del Moral, Pierre
    [J]. BERNOULLI, 2011, 17 (03) : 987 - 1014
  • [6] Structured Markov Chain Monte Carlo
    Sargent, DJ
    Hodges, JS
    Carlin, BP
    [J]. DIMENSION REDUCTION, COMPUTATIONAL COMPLEXITY AND INFORMATION, 1998, 30 : 191 - 191
  • [7] Multilevel Markov Chain Monte Carlo
    Dentcheva, Darinka
    [J]. SIAM REVIEW, 2019, 61 (03) : 547 - 548
  • [8] Evolutionary Markov chain Monte Carlo
    Drugan, MM
    Thierens, D
    [J]. ARTIFICIAL EVOLUTION, 2004, 2936 : 63 - 76
  • [9] Markov Chain Monte Carlo in Practice
    Jones, Galin L.
    Qin, Qian
    [J]. ANNUAL REVIEW OF STATISTICS AND ITS APPLICATION, 2022, 9 : 557 - 578
  • [10] Structured Markov chain Monte Carlo
    Sargent, DJ
    Hodges, JS
    Carlin, BP
    [J]. JOURNAL OF COMPUTATIONAL AND GRAPHICAL STATISTICS, 2000, 9 (02) : 217 - 234
12345