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The Markov chain Monte Carlo method: an approach to approximate counting and integration
| Content Provider | Semantic Scholar |
|---|---|
| Author | Jerrum, Mark Sinclair, Alistair |
| Copyright Year | 1996 |
| Abstract | In the area of statistical physics, Monte Carlo algorithms based on Markov chain simulation have been in use for many years. The validity of these algorithms depends crucially on the rate of convergence to equilibrium of the Markov chain being simulated. Unfortunately, the classical theory of stochastic processes hardly touches on the sort of non-asymptotic analysis required in this application. As a consequence, it had previously not been possible to make useful, mathematically rigorous statements about the quality of the estimates obtained. Within the last ten years, analytical tools have been devised with the aim of correcting this deficiency. As well as permitting the analysis of Monte Carlo algorithms for classical problems in statistical physics, the introduction of these tools has spurred the development of new approximation algorithms for a wider class of problems in combinatorial enumeration and optimization. The “Markov chain Monte Carlo” method has been applied to a variety of such problems, and often provides the only known efficient (i.e., polynomial time) solution technique. |
| File Format | PDF HTM / HTML |
| Alternate Webpage(s) | http://www.math.ucla.edu/~percus/Teaching/RIPS/mcmc.ps.gz |
| Alternate Webpage(s) | http://www.cc.gatech.edu/fac/Milena.Mihail/D.lectures/jerrum96markov.pdf |
| Alternate Webpage(s) | http://www.cs.berkeley.edu/~sinclair/mcmc.ps |
| Alternate Webpage(s) | http://www.stat.duke.edu/~scs/Courses/Stat376/Papers/ConvergeRates/JerrumSinclair.1996.pdf |
| Alternate Webpage(s) | https://stat.duke.edu/~scs/Courses/Stat376/Papers/ConvergeRates/JerrumSinclair.1996.pdf |
| Alternate Webpage(s) | http://www.math.ucla.edu/~percus/Teaching/RIPS/mcmc.pdf |
| Alternate Webpage(s) | http://kobus.ca/teaching/cs645/spring09/ua_only/jerrum_sinclair_96.pdf |
| Alternate Webpage(s) | http://www.webpages.uidaho.edu/~stevel/565/literature/mcmc%20approx%20integration%20and%20counting.pdf |
| Alternate Webpage(s) | http://cgm.cs.mcgill.ca/~breed/2014COMP599/mcmc.pdf |
| Alternate Webpage(s) | http://www.cc.gatech.edu/~mihail/D.lectures/jerrum96markov.pdf |
| Alternate Webpage(s) | http://www.cc.gatech.edu/people/home/mihail/D.lectures/jerrum96markov.pdf |
| Language | English |
| Access Restriction | Open |
| Content Type | Text |
| Resource Type | Article |
