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
Abstract
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 |
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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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