Data Analysis Recipes: Using Markov Chain Monte Carlo
نویسندگان
چکیده
منابع مشابه
Markov Chain Monte Carlo
Markov chain Monte Carlo is an umbrella term for algorithms that use Markov chains to sample from a given probability distribution. This paper is a brief examination of Markov chain Monte Carlo and its usage. We begin by discussing Markov chains and the ergodicity, convergence, and reversibility thereof before proceeding to a short overview of Markov chain Monte Carlo and the use of mixing time...
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One of the simplest and most powerful practical uses of the ergodic theory of Markov chains is in Markov chain Monte Carlo (MCMC). Suppose we wish to simulate from a probability density π (which will be called the target density) but that direct simulation is either impossible or practically infeasible (possibly due to the high dimensionality of π). This generic problem occurs in diverse scient...
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ژورنال
عنوان ژورنال: The Astrophysical Journal Supplement Series
سال: 2018
ISSN: 1538-4365
DOI: 10.3847/1538-4365/aab76e