Monte Carlo Transition Dynamics and Variance Reduction

Equation of State Calculations by Fast Computing Machines

N. Metropolis, Arianna W. Rosenbluth, M. N. Rosenbluth et al. · The Journal of Chemical Physics · 1953 · 37.1K citations

Computing, Computer Engineering, Computer Science +9

Understanding the Metropolis-Hastings Algorithm

Siddhartha Chib, Edward Greenberg · The American Statistician · 1995 · 3.7K citations

Engineering, Biostatistics, Bayesian Data Analysis +14

Linear Statistical Inference and Its Applications.

Craig Robertson, C. Mallikarjuna Rao · Biometrics · 1975 · 3.6K citations

Natural Sciences, Biostatistics, Mathematics +11

Multicanonical ensemble: A new approach to simulate first-order phase transitions

Bernd A. Berg, Thomas Neuhaus · Physical Review Letters · 1992 · 1.6K citations · Full text

Natural Sciences, Physics, Computational Physics +11

An Introduction to Probability Theory and Its Application.

David Blackwell, William Feller · Journal of the American Statistical Association · 1951 · 871 citations

Natural Sciences, Mathematics, Probability Theory +11