Markov Chain Monte Carlo pdf epub mobi txt 电子书 下载 2025
- 马尔可夫链蒙特卡洛
- MCMC
- 统计推断
- 贝叶斯统计
- 随机模拟
- 概率模型
- 计算统计
- 数值方法
- 机器学习
- 统计物理
具体描述
Markov Chain Monte Carlo (MCMC) originated in statistical physics, but has spilled over into various application areas, leading to a corresponding variety of techniques and methods. That variety stimulates new ideas and developments from many different places, and there is much to be gained from cross-fertilization. This book presents five expository essays by leaders in the field, drawing from perspectives in physics, statistics and genetics, and showing how different aspects of MCMC come to the fore in different contexts. The essays derive from tutorial lectures at an interdisciplinary program at the Institute for Mathematical Sciences, Singapore, which exploited the exciting ways in which MCMC spreads across different disciplines.
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