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November 20, 2008Bulletin of the American Mathematical Society299 citationsOpen Access

The Markov chain Monte Carlo revolution

PDPersi Diaconis

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Abstract

The use of simulation for high-dimensional intractable computations has revolutionized applied mathematics. Designing, improving and understanding the new tools leads to (and leans on) fascinating mathematics, from representation theory through micro-local analysis.

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Persi Diaconis (2008) studied this question.

synapsesocial.com/papers/6a20ae73e2a660d176234362https://doi.org/10.1090/s0273-0979-08-01238-x
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