The Markov Chain Monte Carlo Revolution Persi Diaconis∗ Abstract The use of simulation for high dimensional intractable computations has revolutionized applied mathematics. Designing, improving and understanding the ne

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Date: 2008-08-22 18:55:55 Symbol Metropolis–Hastings algorithm Normal distribution Itō diffusion Statistics Markov chain Permutation		The Markov Chain Monte Carlo Revolution Persi Diaconis∗ Abstract The use of simulation for high dimensional intractable computations has revolutionized applied mathematics. Designing, improving and understanding the ne Add to Reading List Source URL: statweb.stanford.edu Download Document from Source Website File Size: 775,44 KB Share Document on Facebook

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