Markov_chain_Monte_Carlo.pdf

GENERAL J ARTICLE Markov Chain Monte Carlo 1. Examples Arnab Chakraborty In P a r t 1 of t h i s t w o - p a r t a r t i c l e , we give t w o e x a m p l e s - o n e to i l l u s t r a t e t h e M a r k o v c h a i n , a n d t h e o t h e r to i l l u s t r a t e s a m p l i n g of u n i t s in a M a r k o v i a n d e p e n d e n t m a n n e r a n d e x p l a i n h o w it can be u s e d in a M o n t e C a r l o s a m p l i n g p r o c e - d u r e . T h e G a m e of L u d o Have you ever played a game of Ludo? There are many different versions of the game - the one I liked playing I n s ~ e (C,aleulla)~:He may be called the Snake-n-Ladder Ludo. Some peo- D, mm ple call it as Chutes-n-Ladders, though. The game con- : st~t~mc,..at S t a l l , . sists of a square board 10 by 10 in size, two differently co]oured counters (one for each player) and a