Concepedia

Markov Chains: Gibbs Fields, Monte Carlo Simulation, and Queues

John Odentrantz

Technometrics · 2000 · 1K citations · 11 references

Concepts

BusinessComputer ScienceMathematicsProbability TheoryStochastic ModelingStochastic ProcessesMarkov ChainsMarkov ProcessesMonte Carlo MethodsMonte Carlo SimulationQueueing SystemsQueueing TheoryFinite Markov ChainsGibbs DistributionGibbs SamplingMarkov Chain Monte Carlo ConvergenceMarkov Chain Monte Carlo InferenceMarkovian Queueing NetworksQueueing Network Simulation

Abstract

"Markov Chains: Gibbs Fields, Monte Carlo Simulation, and Queues." Technometrics, 42(4), pp. 438–439

References

11

Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images

Stuart Geman, Donald Geman · IEEE Transactions on Pattern Analysis and Machine Intelligence · 1984 · 18K citations

Arts, Biomedical Engineering, Bayesian Data Analysis +16

Spatial Interaction and the Statistical Analysis of Lattice Systems

Julian Besag · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 1974 · 6.2K citations

Computing, Ecology, Plant Ecology +16

An Introduction to Stochastic Modeling

Michael Frey, Howard M. Taylor, Samuel Karlin · Technometrics · 1994 · 1.3K citations

Engineering, Mathematics, Probability Theory +16

Reversible Markov Chains and Random Walks on Graphs

David Aldous, James Allen Fill · 2014 · 968 citations

Natural Sciences, Computer Science, Mathematics +14

Geometric Bounds for Eigenvalues of Markov Chains

Persi Diaconis, Daniel W. Stroock · The Annals of Applied Probability · 1991 · 911 citations · Full text

Computing, Computer Science, Algorithms +16