Subjective Recollections from Incomplete Data —

نویسندگان

  • Christian Robert
  • George Casella
  • Alan Gelfand
  • Peter Green
  • Jun Liu
  • Sharon McGrayne
  • Peter Müller
  • Gareth Roberts
  • Adrian Smith
چکیده

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.

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تاریخ انتشار 2009