Advanced Topics in MCMC

  • Kenneth Lange
Part of the Statistics and Computing book series (SCO)


The pace of research on MCMC methods is so quick that any survey of advanced topics is immediately obsolete. The highly eclectic and decidedly biased coverage in our final chapter begins with a discussion of Markov random fields. Our limited aims here are to prove the Hammersley-Clifford theorem and introduce the Swendsen-Wang algorithm, a clever form of slice sampling. In the Ising model, the Swendsen-Wang algorithm is much more efficient than standard Gibbs sampling.


Markov Chain Gibbs Sampling Transition Probability Matrix Advance Topic Total Variation Distance 
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Copyright information

© Springer New York 2010

Authors and Affiliations

  1. 1.Departments of Biomathematics, Human Genetics, and Statistics David Geffen School of MedicineUniversity of California, Los AngelesLos AngelesUSA

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