On the Markov Chain Monte Carlo (MCMC) method

Karandikar, Rajeeva L. (2006) On the Markov Chain Monte Carlo (MCMC) method Sadhana (Academy Proceedings in Engineering Sciences), 31 (2). pp. 81-104. ISSN 0256-2499

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Official URL: http://www.ias.ac.in/sadhana/Pdf2006Apr/81.pdf

Related URL: http://dx.doi.org/10.1007/BF02719775


Markov Chain Monte Carlo (MCMC) is a popular method used to generate samples from arbitrary distributions, which may be specified indirectly. In this article, we give an introduction to this method along with some examples.

Item Type:Article
Source:Copyright of this article belongs to Indian Academy of Sciences.
Keywords:Markov Chains; Monte Carlo Method; Random Number Generator; Simulation
ID Code:18416
Deposited On:17 Nov 2010 09:14
Last Modified:17 May 2016 03:08

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