The Markov chain Monte Carlo revolution
暂无分享,去创建一个
[1] Feller William,et al. An Introduction To Probability Theory And Its Applications , 1950 .
[2] J. Doob. Stochastic processes , 1953 .
[3] J. Hammersley,et al. Monte Carlo Methods , 1965 .
[4] P. Prescott,et al. Monte Carlo Methods , 1964, Computational Statistical Physics.
[5] William Feller,et al. An Introduction to Probability Theory and Its Applications , 1967 .
[6] R. Dobrushin. Prescribing a System of Random Variables by Conditional Distributions , 1970 .
[7] D. Vere-Jones. Markov Chains , 1972, Nature.
[8] M. Eisen,et al. Probability and its applications , 1975 .
[9] Qin Lu,et al. Preface , 1976, Brain Research Bulletin.
[10] R. Graham,et al. Spearman's Footrule as a Measure of Disarray , 1977 .
[11] S. B. Atienza-Samols,et al. With Contributions by , 1978 .
[12] I. G. MacDonald,et al. Symmetric functions and Hall polynomials , 1979 .
[13] P. Billingsley,et al. Probability and Measure , 1980 .
[14] P. Diaconis,et al. Generating a random permutation with random transpositions , 1981 .
[15] I. W. Molenaar,et al. Statistics In The Social And Behavioral Sciences , 1985 .
[16] T. Liggett. Interacting Particle Systems , 1985 .
[17] D. Critchlow. Metric Methods for Analyzing Partially Ranked Data , 1986 .
[18] R. Stanley. What Is Enumerative Combinatorics , 1986 .
[19] P. Diaconis. Group representations in probability and statistics , 1988 .
[20] C. Brooks. Computer simulation of liquids , 1989 .
[21] David J. Aldous,et al. Lower bounds for covering times for reversible Markov chains and random walks on graphs , 1989 .
[22] Rabi Bhattacharya,et al. Stochastic processes with applications , 1990 .
[23] W. J. Anderson. Continuous-Time Markov Chains: An Applications-Oriented Approach , 1991 .
[24] W. J. Anderson. Continuous-Time Markov Chains , 1991 .
[25] J. A. Fill. Eigenvalue bounds on convergence to stationarity for nonreversible markov chains , 1991 .
[26] T. Lindvall. Lectures on the Coupling Method , 1992 .
[27] P. Diaconis,et al. Eigen Analysis for Some Examples of the Metropolis Algorithm , 1992 .
[28] Donald St. P. Richards,et al. Hypergeometric functions on domains of positivity, Jack polynomials, and applications : proceedings of an AMS special session held March 22-23, 1991 in Tampa, Florida , 1992 .
[29] P. Diaconis,et al. COMPARISON THEOREMS FOR REVERSIBLE MARKOV CHAINS , 1993 .
[30] Alistair Sinclair,et al. Algorithms for Random Generation and Counting: A Markov Chain Approach , 1993, Progress in Theoretical Computer Science.
[31] Richard L. Tweedie,et al. Markov Chains and Stochastic Stability , 1993, Communications and Control Engineering Series.
[32] Jhg Wright. Applied Probability and Statistics , 1993 .
[33] M. Fukushima,et al. Dirichlet forms and symmetric Markov processes , 1994 .
[34] Persi Diaconis,et al. What do we know about the Metropolis algorithm? , 1995, STOC '95.
[35] Werner Krauth,et al. Cluster algorithm for hard spheres and related systems , 1995 .
[36] David Bruce Wilson,et al. Exact sampling with coupled Markov chains and applications to statistical mechanics , 1996, Random Struct. Algorithms.
[37] Berend Smit,et al. Understanding molecular simulation: from algorithms to applications , 1996 .
[38] P. Diaconis,et al. Nash inequalities for finite Markov chains , 1996 .
[39] H. Yau. Logarithmic Sobolev inequality for generalized simple exclusion processes , 1997 .
[40] Martin E. Dyer,et al. Path coupling: A technique for proving rapid mixing in Markov chains , 1997, Proceedings 38th Annual Symposium on Foundations of Computer Science.
[41] L. Saloff-Coste,et al. Lectures on finite Markov chains , 1997 .
[42] Dušan D. Repovš,et al. Examples and Counterexamples , 1998 .
[43] P. Diaconis,et al. Algebraic algorithms for sampling from conditional distributions , 1998 .
[44] Alistair Sinclair,et al. Random walks on truncated cubes and sampling 0-1 knapsack solutions , 1999, 40th Annual Symposium on Foundations of Computer Science (Cat. No.99CB37039).
[45] Gerard T. Barkema,et al. Monte Carlo Methods in Statistical Physics , 1999 .
[46] H. Thorisson. Coupling, stationarity, and regeneration , 2000 .
[47] H. Löwen. Fun with Hard Spheres , 2000 .
[48] S. F. Jarner,et al. Geometric ergodicity of Metropolis algorithms , 2000 .
[49] P. Diaconis,et al. Analysis of systematic scan Metropolis algorithms using Iwahori-Hecke algebra techniques , 2004, math/0401318.
[50] W. Kendall,et al. Efficient Markovian couplings: examples and counterexamples , 2000 .
[51] P. Diaconis,et al. A geometric interpretation of the Metropolis-Hastings algorithm , 2001 .
[52] Galin L. Jones,et al. Honest Exploration of Intractable Probability Distributions via Markov Chain Monte Carlo , 2001 .
[53] Nando de Freitas,et al. Sequential Monte Carlo in Practice , 2001 .
[54] Jun S. Liu,et al. Monte Carlo strategies in scientific computing , 2001 .
[55] W. Michael Conklin,et al. Monte Carlo Methods in Bayesian Computation , 2001, Technometrics.
[56] D. Frenkel,et al. Understanding molecular simulation : from algorithms to applications. 2nd ed. , 2002 .
[57] Tim Hesterberg,et al. Monte Carlo Strategies in Scientific Computing , 2002, Technometrics.
[58] Jeff Gill,et al. Bayesian Methods : A Social and Behavioral Sciences Approach , 2002 .
[59] B. Widom. Statistical Mechanics: A Concise Introduction for Chemists , 2002 .
[60] Galin L. Jones,et al. On the applicability of regenerative simulation in Markov chain Monte Carlo , 2002 .
[61] S. Meyn,et al. Spectral theory and limit theorems for geometrically ergodic Markov processes , 2002, math/0209200.
[62] Michael W. Mahoney,et al. Rapid Mixing of Several Markov Chains for a Hard-Core Model , 2003, ISAAC.
[63] Á. Seress. Permutation Group Algorithms , 2003 .
[64] R. G. Wilson,et al. DEPARTMENT OF STATISTICS UNIVERSITY OF WARWICK , 2003 .
[65] P. Diaconis,et al. A super-class walk on upper-triangular matrices , 2003 .
[66] Santosh S. Vempala,et al. Hit-and-run from a corner , 2004, STOC '04.
[67] Eric Vigoda,et al. A polynomial-time approximation algorithm for the permanent of a matrix with nonnegative entries , 2004, JACM.
[68] Fabio Martinelli,et al. Relaxation Times of Markov Chains in Statistical Mechanics and Combinatorial Structures , 2004 .
[69] Persi Diaconis,et al. Numerical Results for the Metropolis Algorithm , 2004, Exp. Math..
[70] A. Jaster. The hexatic phase of the two-dimensional hard disk system , 2003, cond-mat/0305239.
[71] W. Kendall. Geometric ergodicity and perfect simulation , 2004, math/0410012.
[72] Alistair Sinclair,et al. Random Walks on Truncated Cubes and Sampling 0-1 Knapsack Solutions , 2004, SIAM J. Comput..
[73] P. Rousseeuw,et al. Wiley Series in Probability and Mathematical Statistics , 2005 .
[74] Eric Moulines,et al. Inference in hidden Markov models , 2010, Springer series in statistics.
[75] Eric Moulines,et al. Inference in Hidden Markov Models (Springer Series in Statistics) , 2005 .
[76] Yuguo Chen,et al. Sequential Monte Carlo Methods for Statistical Analysis of Tables , 2005 .
[77] P. Mackenzie. The fundamental constants of Nature from lattice gauge theory simulations , 2005 .
[78] Ravi Montenegro,et al. Mathematical Aspects of Mixing Times in Markov Chains , 2006, Found. Trends Theor. Comput. Sci..
[79] K. Binder,et al. A Guide to Monte Carlo Simulations in Statistical Physics , 2000 .
[80] L. Pachter,et al. Algebraic Statistics for Computational Biology: Preface , 2005 .
[81] Jean Michel,et al. Handbook of computational group theory , 2006, Math. Comput..
[82] P. Diaconis,et al. Supercharacter formulas for pattern groups , 2006, math/0610161.
[83] M. Lefebvre. Applied probability and statistics , 2006 .
[84] Y. Ollivier. Ricci curvature of Markov chains on metric spaces , 2007, math/0701886.
[85] Susan A. Murphy,et al. Monographs on statistics and applied probability , 1990 .
[86] P. Diaconis,et al. Supercharacters and superclasses for algebra groups , 2007 .
[87] A. Hora,et al. Quantum Probability and Spectral Analysis of Graphs , 2007 .
[88] D. Bakry,et al. Rate of convergence for ergodic continuous Markov processes : Lyapunov versus Poincaré , 2007, math/0703355.
[89] F. Scarabotti,et al. Harmonic Analysis on Finite Groups: Representation Theory, Gelfand Pairs and Markov Chains , 2008 .
[90] F. Scarabotti,et al. Harmonic analysis on finite groups , 2008 .
[91] Herbert K. H. Lee. Bayesian Methods: A Social and Behavioral Sciences Approach , 2008 .
[92] P. Diaconis,et al. Gibbs sampling, exponential families and orthogonal polynomials , 2008, 0808.3852.
[93] F. Scarabotti,et al. Harmonic Analysis on Finite Groups: Contents , 2008 .
[94] Eric Marberg,et al. Superinduction for pattern groups , 2007, 0712.1228.
[95] I. Pak. WHAT DO WE KNOW ABOUT THE PRODUCT REPLACEMENT ALGORITHM , 2009 .
[96] Nathaniel Thiem,et al. Restricting Supercharacters of the Finite Group of Unipotent Uppertriangular Matrices , 2007, Electron. J. Comb..
[97] P. Diaconis,et al. Micro-local analysis for the Metropolis algorithm , 2009 .
[98] R. Neel. A martingale approach to minimal surfaces , 2008, 0805.0556.
[99] G. Lebeau,et al. Semi-classical analysis of a random walk on a manifold , 2008, 0802.0644.