A History of Markov Chain Monte Carlo--Subjective Recollections from Incomplete Data-- Export

@article{citeulike:3147806, abstract = {In this note we attempt to trace the history and development of Markov chain Monte Carlo (MCMC) from its early inception in the late 1940's through its use today. We see how the earlier stages of the Monte Carlo (MC, not MCMC) research have led to the algorithms currently in use. More importantly, we see how the development of this methodology has not only changed our solutions to problems, but has changed the way we think about problems.}, archivePrefix = {arXiv}, author = {Robert, Christian and Casella, George}, citeulike-article-id = {3147806}, citeulike-linkout-0 = {http://arxiv.org/abs/0808.2902}, citeulike-linkout-1 = {http://arxiv.org/pdf/0808.2902}, day = {10}, eprint = {0808.2902}, keywords = {algorithms, history, kdd, math, stochastic}, month = {Sep}, posted-at = {2008-08-30 18:51:26}, priority = {2}, title = {A History of Markov Chain Monte Carlo\&\#45;\&\#45;Subjective Recollections from Incomplete Data\&\#45;\&\#45;}, url = {http://arxiv.org/abs/0808.2902}, year = {2009} }

TY - JOUR ID - citeulike:3147806 L3 - citeulike-article-id:3147806 N2 - In this note we attempt to trace the history and development of Markov chain Monte Carlo (MCMC) from its early inception in the late 1940's through its use today. We see how the earlier stages of the Monte Carlo (MC, not MCMC) research have led to the algorithms currently in use. More importantly, we see how the development of this methodology has not only changed our solutions to problems, but has changed the way we think about problems. TI - A History of Markov Chain Monte Carlo--Subjective Recollections from Incomplete Data-- KW - algorithms KW - history KW - kdd KW - math KW - stochastic AU - Robert, Christian AU - Casella, George PY - 2009/Sep/10/ UR - http://arxiv.org/abs/0808.2902 ER -