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Markov Chain Monte Carlo methods

1. Simple Monte Carlo

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Authors and Affiliations

  1. School of ORIE, Cornell University, Rhodes Hall, 14853, Ithaca, New York, USA

    K B Athreya

  2. Indian Statistical Institute, 8th Mile, Mysore Road, 560 059, Bangalore, India

    Mohan Delampady

  3. Systat Software Asia-Pacific (P) Ltd., Floor 5, ‘C’ Tower Golden Enclave, Airport Road, 560 017, Bangalore, India

    T Krishnan

Authors
  1. K B Athreya
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  2. Mohan Delampady
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  3. T Krishnan
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Additional information

Krishan B Athreya is a Professor at Cornell University. His research interests include mathematical analysis, probability theory and its application and statistics. He enjoys writing forResonance. His spare time is spent listening to Indian classical music.

Mohan Delampady is at the Indian Statistical Institute, Bangalore. His research interests include robustness, nonparametric inference and computing in Bayesian statistics.

T Krishnan is now a fulltime Technical Consultant to Systat Software Asia-Pacific (P) Ltd., in Bangalore, where the technical work for the development of the statistical software Systat takes place. His research interests have been in statistical pattern recognition and biostatistics.

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Athreya, K.B., Delampady, M. & Krishnan, T. Markov Chain Monte Carlo methods. Reson 8, 17–26 (2003). https://doi.org/10.1007/BF02883528

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  • DOI: https://doi.org/10.1007/BF02883528

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