A simple introduction to Markov Chain Monte–Carlo sampling
https://link.springer.com/article/10.3758/s13423-016-1015-8
WebMar 11, 2016 · Markov Chain Monte–Carlo (MCMC) is an increasingly popular method for obtaining information about distributions, especially for estimating posterior distributions in Bayesian inference. This article provides a very basic introduction to MCMC sampling. It describes what MCMC is, and what it can be used for, with simple illustrative examples.
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