Transcription of Introduction to Markov Chain Monte Carlo
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Introduction to Markov Chain Monte Carlo
1. Introduction to Markov Chain Monte Carlo Charles J. Geyer History Despite a few notable uses of simulation of random processes in the pre-computer era (Hammersley and Handscomb, 1964, Section ; Stigler, 2002, Chapter 7), practical widespread use of simulation had to await the invention of computers. Almost as soon as computers were invented, they were used for simulation (Hammersley and Handscomb, 1964, Section ). The name Monte Carlo started as cuteness gambling was then (around 1950) illegal in most places, and the casino at Monte Carlo was the most famous in the world but it soon became a colorless technical term for simulation of random processes.
1 Introduction to Markov Chain Monte Carlo Charles J. Geyer 1.1 History Despite a few notable uses of simulation of random processes in the pre-computer era
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