Monte Carlo sampling methods using Markov chains and their applications 论文
1970Biometrika引用 15130
Markov Chains and Monte Carlo MethodsScientific Research and DiscoveriesBayesian Methods and Mixture Models
详细信息
- 发表期刊/会议
- Biometrika
- 发表日期
- 1970-04-01
- 发表年份
- 1970
关键词
Markov Chains and Monte Carlo MethodsScientific Research and DiscoveriesBayesian Methods and Mixture Models
摘要
A generalization of the sampling method introduced by Metropolis et al. (1953) is presented along with an exposition of the relevant theory, techniques of application and methods and difficulties of assessing the error in Monte Carlo estimates. Examples of the methods, including the generation of random orthogonal matrices and potential applications of the methods to numerical problems arising in statistics, are discussed.