The Markov chain Monte Carlo revolution

Persi Diaconis

Type: Article

Publication Date: 2008-11-20

Citations: 297

DOI: https://doi.org/10.1090/s0273-0979-08-01238-x

Abstract

The use of simulation for high-dimensional intractable computations has revolutionized applied mathematics. Designing, improving and understanding the new tools leads to (and leans on) fascinating mathematics, from representation theory through micro-local analysis.

Locations

CiteSeer X (The Pennsylvania State University) - View - PDF
Bulletin of the American Mathematical Society - View - PDF

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