-
1
-
-
14944358428
-
-
Y. Chen, P. Diaconis, S. P. Holmes, and J. S. Liu, Sequential Monte Carlo methods for statistical analysis of tables, J. Amer. Statist. Assoc. 100 (2005), 109-120. MR 2156822 (2006f:62062)
-
Y. Chen, P. Diaconis, S. P. Holmes, and J. S. Liu, Sequential Monte Carlo methods for statistical analysis of tables, J. Amer. Statist. Assoc. 100 (2005), 109-120. MR 2156822 (2006f:62062)
-
-
-
-
2
-
-
0001076208
-
Comparison techniques for random walk on finite groups
-
MR 1245303 95a:60009
-
P. Diaconis and L. Saloff-Coste, Comparison techniques for random walk on finite groups, Ann. Probab. 21 (1993), 2131-2156. MR 1245303 (95a:60009)
-
(1993)
Ann. Probab
, vol.21
, pp. 2131-2156
-
-
Diaconis, P.1
Saloff-Coste, L.2
-
3
-
-
0032136909
-
-
P. Diaconis and L. Saloff-Coste, What do we know about the Metropolis algorithm?, J. Comput. System Sci. 57 (1998), 20-36. MR 1649805 (2000b:68094)
-
P. Diaconis and L. Saloff-Coste, What do we know about the Metropolis algorithm?, J. Comput. System Sci. 57 (1998), 20-36. MR 1649805 (2000b:68094)
-
-
-
-
4
-
-
0002740591
-
Geometric bounds for eigenvalues of Markov chains
-
MR 1097463 92h:60103
-
P. Diaconis and D. Stroock, Geometric bounds for eigenvalues of Markov chains, Ann. Appl. Probab. 1 (1991), 36-61. MR 1097463 (92h:60103)
-
(1991)
Ann. Appl. Probab
, vol.1
, pp. 36-61
-
-
Diaconis, P.1
Stroock, D.2
-
5
-
-
0003665481
-
-
Statistics for Engineering and Information Science, Springer-Verlag, New York, MR 1847783 2003h:65007
-
Sequential Monte Carlo methods in practice, Statistics for Engineering and Information Science, Springer-Verlag, New York, 2001. MR 1847783 (2003h:65007)
-
(2001)
Sequential Monte Carlo methods in practice
-
-
-
6
-
-
33846281526
-
-
W. Feller, An introduction to probability theory and its applications. I, Third edition, John Wiley & Sons Inc., New York, 1968. MR 0228020 (37 #3604)
-
W. Feller, An introduction to probability theory and its applications. Vol. I, Third edition, John Wiley & Sons Inc., New York, 1968. MR 0228020 (37 #3604)
-
-
-
-
8
-
-
77956890234
-
Monte Carlo sampling methods using Markov chains and their application
-
W. K. Hastings, Monte Carlo sampling methods using Markov chains and their application, Biometrika 57 (1970), 97-109.
-
(1970)
Biometrika
, vol.57
, pp. 97-109
-
-
Hastings, W.K.1
-
9
-
-
33846326209
-
-
H. Kahn, Modification of the Monte Carlo method, Proceedings, Seminar on Scientific Computation, November, 1949, International Business Machines Corp., New York, N. Y., 1950, pp. 20-27. MR 0044896 (13,495c)
-
H. Kahn, Modification of the Monte Carlo method, Proceedings, Seminar on Scientific Computation, November, 1949, International Business Machines Corp., New York, N. Y., 1950, pp. 20-27. MR 0044896 (13,495c)
-
-
-
-
10
-
-
33846317045
-
-
_, Use of different Monte Carlo sampling techniques, Symposium on Monte Carlo methods, University of Florida, 1954, John Wiley and Sons, Inc., New York, 1956, pp. 146-190. MR 0079819 (18,151c)
-
_, Use of different Monte Carlo sampling techniques, Symposium on Monte Carlo methods, University of Florida, 1954, John Wiley and Sons, Inc., New York, 1956, pp. 146-190. MR 0079819 (18,151c)
-
-
-
-
11
-
-
84966254647
-
Estimating the efficiency of backtrack programs
-
MR 0373371 51 #9571
-
D. E. Knuth, Estimating the efficiency of backtrack programs, Math. Comp. 29 (1975), 122-136. MR 0373371 (51 #9571)
-
(1975)
Math. Comp
, vol.29
, pp. 122-136
-
-
Knuth, D.E.1
-
12
-
-
0017085509
-
Mathematics and computer science: Coping with finiteness
-
MR 534161 84i:68002a
-
_, Mathematics and computer science: coping with finiteness, Science 194 (1976), 1235-1242. MR 534161 (84i:68002a)
-
(1976)
Science
, vol.194
, pp. 1235-1242
-
-
Knuth, D.E.1
-
13
-
-
21344458535
-
Metropolized independent sampling with comparisons to rejection sampling and importance sampling
-
J. Liu, Metropolized independent sampling with comparisons to rejection sampling and importance sampling, Statistics and Computing 6 (1996), 113-119.
-
(1996)
Statistics and Computing
, vol.6
, pp. 113-119
-
-
Liu, J.1
-
14
-
-
0004182828
-
Monte Carlo strategies in scientific computing
-
Springer-Verlag, New York, MR 1842342 2002i:65006
-
_, Monte Carlo strategies in scientific computing, Springer Series in Statistics, Springer-Verlag, New York, 2001. MR 1842342 (2002i:65006)
-
(2001)
Springer Series in Statistics
-
-
Liu, J.1
-
15
-
-
0033269352
-
-
N. Madras and M. Piccioni, Importance sampling for families of distributions, Ann. Appl. Probab. 9 (1999), 1202-1225. MR 1728560 (2001e:60139)
-
N. Madras and M. Piccioni, Importance sampling for families of distributions, Ann. Appl. Probab. 9 (1999), 1202-1225. MR 1728560 (2001e:60139)
-
-
-
-
16
-
-
5744249209
-
Equation of state calculations by fast computing machines
-
N. Metropolis, A. Rosenbluth, M. Rosenbluth, A. Teller, and E. Teller, Equation of state calculations by fast computing machines, J. Chem. Phys. 21 (1953), 1087-1092.
-
(1953)
J. Chem. Phys
, vol.21
, pp. 1087-1092
-
-
Metropolis, N.1
Rosenbluth, A.2
Rosenbluth, M.3
Teller, A.4
Teller, E.5
-
17
-
-
0015730787
-
Optimum Monte-Carlo sampling using Markov chains
-
MR 0362823 50 #15261
-
P. H. Peskun, Optimum Monte-Carlo sampling using Markov chains, Biometrika 60 (1973), 607-612. MR 0362823 (50 #15261)
-
(1973)
Biometrika
, vol.60
, pp. 607-612
-
-
Peskun, P.H.1
-
18
-
-
4043094763
-
Guidelines for choosing the transition matrix in Monte Carlo methods using Markov chains
-
MR 617102 84c:65015
-
_, Guidelines for choosing the transition matrix in Monte Carlo methods using Markov chains, J. Comput. Phys. 40 (1981), 327-344. MR 617102 (84c:65015)
-
(1981)
J. Comput. Phys
, vol.40
, pp. 327-344
-
-
Peskun, P.H.1
-
19
-
-
0003919677
-
-
Springer-Verlag, New York, MR 2080278 2005d:62006
-
C. P. Robert and G. Casella, Monte Carlo statistical methods, Springer Texts in Statistics, Springer-Verlag, New York, 2004. MR 2080278 (2005d:62006)
-
(2004)
Monte Carlo statistical methods, Springer Texts in Statistics
-
-
Robert, C.P.1
Casella, G.2
-
21
-
-
0000858580
-
Lectures on finite Markov chains, Lectures on probability theory and statistics
-
Saint-Flour, Springer, Berlin, MR 1490046 99b:60119
-
L. Saloff-Coste, Lectures on finite Markov chains, Lectures on probability theory and statistics (Saint-Flour, 1996), Lecture Notes in Math., vol. 1665, Springer, Berlin, 1997, pp. 301-413. MR 1490046 (99b:60119)
-
(1996)
Lecture Notes in Math
, vol.1665
, pp. 301-413
-
-
Saloff-Coste, L.1
-
22
-
-
0000159985
-
Importance sampling in the Monte Carlo study of sequential tests
-
MR 0418369 54 #6410
-
D. Siegmund, Importance sampling in the Monte Carlo study of sequential tests, Ann. Statist. 4 (1976), 673-684. MR 0418369 (54 #6410)
-
(1976)
Ann. Statist
, vol.4
, pp. 673-684
-
-
Siegmund, D.1
-
24
-
-
0038658626
-
Monte Carlo methods in statistical mechanics: Foundations and new algorithms
-
Functional integration (Cargèse, NATO Adv. Sci. Inst, Plenum, New York, MR 1477456 98k:82101
-
A. Sokal, Monte Carlo methods in statistical mechanics: foundations and new algorithms, Functional integration (Cargèse, 1996), NATO Adv. Sci. Inst. Ser. B Phys., vol. 361, Plenum, New York, 1997, pp. 131-192. MR 1477456 (98k:82101)
-
(1996)
Ser. B Phys
, vol.361
, pp. 131-192
-
-
Sokal, A.1
|