Markov Chain Monte Carlo (MCMC): A Short Overview

Resonance

article

Vivek S Borkar¹ 

[1] Department of Electrical Engineering, IIT Bombay

关键词: Markov Chain Monte Carlo;    reversible Markov chains;    Gibbs sampler;    proposal distribution;    acceptance probability.;   

DOI  :  10.1007/s12045-022-1407-1

学科分类：社会科学、人文和艺术（综合）

来源: Springer

【 摘 要 】

This is a short account of the major highlights of Markov Chain Monte Carlo, with pointers to what lies beyond.

【 授权许可】

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