Markov Chain Monte Carlo Methods

  • Søren Asmussen
  • Peter W. Glynn
Part of the Stochastic Modelling and Applied Probability book series (SMAP, volume 57)


Hide Markov Model Markov Chain Monte Carlo Ising Model Markov Chain Monte Carlo Method Hastings Algorithm 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.


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Copyright information

© Springer Science+Business Media, LLC 2007

Authors and Affiliations

  • Søren Asmussen
    • 1
  • Peter W. Glynn
    • 2
  1. 1.Department of Mathematical SciencesAarhus UniversityNy MunkegadeDenmark
  2. 2.Department of Management Science and EngineeringStanford UniversityStanfordUSA

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