most citedA Short History of Markov Chain Monte Carlo: Subjective Recollections from Incomplete Data

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stat.CO2008★ 276 cited

A Short History of Markov Chain Monte Carlo: Subjective Recollections from Incomplete Data

Christian Robert, George Casella

We attempt to trace the history and development of Markov chain Monte Carlo (MCMC) from its early inception in the late 1940s through its use today. We see how the earlier stages o…