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A Tale of Two Chains: Experiences from a Collaboration Between Statisticians and Physicists

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journal contribution
posted on 01.03.2004, 00:00 by Robert Swendsen, Brian Diggs, Christopher Genovese, Joseph B. Kadane, Shing-Te Li
It was the best of situations. It was the worst of situations. Markov Chain Monte Carlo techniques have played an important role in both physics and statistics, and yet, while the algorithms might be the same in these fields, the perspectives with which these techniques are used are strikingly different.




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