Advanced Markov chain Monte Carlo methods : learning from past samples / Faming Liang, Chuanhai Liu, Raymond J. Carroll.

This book provides comprehensive coverage of simulation of complex systems using Monte Carlo methods. Developing algorithms that are immune to the local trap problem has long been considered as the most important topic in MCMC research. Various advanced MCMC algorithms which address this problem hav...

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Bibliographic Details

Online Access:	Full Text (via ProQuest)
Main Author:	Liang, F. (Faming), 1970-
Other Authors:	Liu, Chuanhai, 1959-, Carroll, Raymond J.
Format:	Electronic eBook
Language:	English
Published:	Chichester, West Sussex : Wiley, 2010.
Subjects:	Monte Carlo method. Markov processes. Markov processes Monte Carlo method