Image Analysis, Random Fields and Markov Chain Monte Carlo Methods: A Mathematical Introduction (Applications of Mathematics)

Rating:
Summary: a bible book to learn Gibbs sampler and simulated annealing
Review: This is absolute a bible book for any person who want to learn Gibbs sampler and simulated annealing seriously. The format of this book, though full of mathematical equations, is very self-evident and concise. Nothing is missing and nothing is redundent. It is an enjoyable journey to follow the logic and principle in this book, with all your attention in. There are full of in-depth discussion in all aspect of the Gibbs sampler, simulated annealing, from the visiting scheme to cooling schedule, and parallel algorithms. The references are excellent too. The author seems to have read all publications till 1995 about this topic and give an excellent detailed and in-depth survey in his book. At the end of your reading, you would have love the mathematical form the author used. Without these tools, many discussions in this book will be just impossible and groundless. I personally have read this book for several times.