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Markov‐chain monte carlo: Some practical implications of theoretical results
Author(s) -
Roberts Gareth O.,
Rosenthal Jeffrey S.
Publication year - 1998
Publication title -
canadian journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.804
H-Index - 51
eISSN - 1708-945X
pISSN - 0319-5724
DOI - 10.2307/3315667
Subject(s) - markov chain monte carlo , monte carlo method , computer science , statistical physics , markov chain , monte carlo molecular modeling , relevance (law) , hybrid monte carlo , markov chain mixing time , markov model , markov property , mathematics , machine learning , statistics , physics , law , political science
We review and discuss some recent progress in the theory of Markov‐chain Monte Carlo applications, particularly oriented to applications in statistics. We attempt to assess the relevance of this theory for practical applications.