The Evolution of Markov Chain Monte Carlo Methods

DOI10.4169/000298910X485923zbMath1249.60166OpenAlexW189129979WikidataQ56172089 ScholiaQ56172089MaRDI QIDQ3060168

Matthew P. Richey

Publication date: 1 December 2010

Published in: The American Mathematical Monthly (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4169/000298910x485923

zbMATH Keywords

simulated annealingBayesian statisticsposterior distributionMetropolis-Hastings algorithmGibbs samplingcomplex dynamic systems

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Monte Carlo methods (65C05) Applications of statistics (62P99) Statistical mechanics of random media, disordered materials (including liquid crystals and spin glasses) (82D30) Applications of statistics to physics (62P35) Lattice systems (Ising, dimer, Potts, etc.) and systems on graphs arising in equilibrium statistical mechanics (82B20)

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