The Markov chain Monte Carlo revolution
Top Cited Papers
- 20 November 2008
- journal article
- Published by American Mathematical Society (AMS) in Bulletin of the American Mathematical Society
- Vol. 46 (2) , 179-205
- 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.Keywords
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