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
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
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