Monte Carlo Methods

Abstract

Introduction to multicanonical Monte Carlo simulations by B. A. Berg MCMC in $I \times J \times K$ contingency tables by F. Bunea and J. Besag Extension of Fill's perfect rejection sampling algorithm to general chains (Extended abstract) by J. A. Fill, M. Machida, D. J. Murdoch, and J. S. Rosenthal Taming zero modes in lattice QCD with the polynomial hybrid Monte Carlo algorithm by K. Jansen Monte Carlo algorithms and non-local actions by A. D. Kennedy Towards a more general Propp-Wilson algorithm: Multistage backward coupling by X.-L. Meng On non-reversible Markov chains by A. Mira and C. J. Geyer Exact sampling for Bayesian inference: Unbounded state spaces by D. J. Murdoch Recent progress on computable bounds and the simple slice sampler by G. O. Roberts and J. S. Rosenthal MCMC methods in statistical mechanics: Avoiding quasi-ergodic problems by S. G. Whittington Layered multishift coupling for use in perfect sampling algorithms (with a primer on CFTP) by D. B. Wilson Introduction to semi Markov chain Monte Carlo by H. Ljung Accelerated simulation of ATM switching fabrics by A. R. Dabrowski, G. Lamothe, and D. R. McDonald Some stratagems for the estimation of time series using the Metropolis method by A. R. Runnalls Monte Carlo study of adsorption of interacting self-avoiding walks by T. Vrbova.