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Materie / parole chiave: Computer science; Mathematics; Set theory; Problems, exercises, etc; Algorithms; Logic, Symbolic and mathematical; Problems and exercises; Electronic books

Many scientific phenomena are now investigated by complex computer models or codes. A computer experiment is a number of runs of the code with various inputs. A feature of many computer experiments is that the output is ...

The Gibbs sampler, the algorithm of Metropolis and similar iterative simulation methods are potentially very helpful for summarizing multivariate distributions. Used naively, however, iterative simulation can give mislea...