Markov Chain Monte Carlo Simulations and Their Statistical Analysis

By Bernd A. Berg. 2004

326 citations recorded by the source corpus.

This article is a tutorial on Markov chain Monte Carlo simulations and their statistical analysis. The theoretical concepts are illustrated through many numerical assignments from the author's book on the subject. Computer code (in Fortran) is available for all subjects covered and can be downloaded from the web.

Subfields: Condensed Matter Physics, Management Information Systems, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/361f18c19e52b0d327064b42d8f669df3b092a6d

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Condensed Matter Physics

1. Saiedeh Navabzadeh Razavi
2. F. Karray
3. Bahador Khaleghi
4. Alaa Khamis

In Management Information Systems

1. Saiedeh Navabzadeh Razavi
2. F. Karray
3. Bahador Khaleghi
4. Alaa Khamis

In Statistics and Probability

1. Saiedeh Navabzadeh Razavi
2. F. Karray
3. Bahador Khaleghi
4. Alaa Khamis

Citations in the corpus

• Multisensor data fusion: A review of the state-of-the-art (2013, methodology): “An attractive alternative for particle filters when dealing with high dimensions, are the MCMC algorithms.”