Markov Chain Monte Carlo (1)书籍.pdfVIP

Alexander V. Mantzaris (2008/2009) Basic Introduction into- MCMC (Markov Chain Monte Carlo) *Considered to be one of the top ten most important algorithms ever To see how great MCMC is, we will look at the motivation for sampling first, and then the methods used before its introduction Motivation of sampling • Many functions, Even such a simple function cannot be equations, and integrated, without numerical methods. distribution