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The Markov chain Monte Carlo revolution


Author: Persi Diaconis
Journal: Bull. Amer. Math. Soc. 46 (2009), 179-205
MSC (2000): Primary 60J20
Published electronically: November 20, 2008
MathSciNet review: 2476411
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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.


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Additional Information

Persi Diaconis
Affiliation: Department of Mathematics and Statistics, Stanford University, Stanford, California

DOI: http://dx.doi.org/10.1090/S0273-0979-08-01238-X
Received by editor(s): August 5, 2008
Published electronically: November 20, 2008
Article copyright: © Copyright 2008 American Mathematical Society
The copyright for this article reverts to public domain 28 years after publication.