Abstract #300881

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JSM 2003 Abstract #300881
Activity Number: 35
Type: Invited
Date/Time: Sunday, August 3, 2003 : 4:00 PM to 5:50 PM
Sponsor: Section on Bayesian Stat. Sciences
Abstract - #300881
Title: Stochastic Computation
Author(s): Merlise A. Clyde*+
Companies: Duke University
Address: PO Box 90251, Durham, NC, 27708-0251,
Keywords: model selection ; graphical models ; contingency tables ; finance ; Markov chain Monte Carlo ; perfect simulation
Abstract:

The last decade has witnessed an essential revolution in statistical sciences based on developments in stochastic simulation and optimization methods for scientific computation. In fall 2002, the Statistics and Applied Math Institute (SAMSI) initiated a year-long program on stochastic computation, with goals of assessing and synthesizing stochastic simulation methods in four major areas: model selection, graphical models, contingency tables, and finance. We discuss the year-long activities, new developments, and challenges for the future.

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Revised March 2003