Advanced Markov chain Monte Carlo methods : learning from past samples /
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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| Format: | Electronic eBook |
| Language: | English |
| Published: |
Chichester, West Sussex :
Wiley,
2010.
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| Online Access: |
Full text (Emmanuel users only) |