Markov Chain Monte Carlo: Revision history

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31 May 2024

  • curprev 22:3122:31, 31 May 2024Ai talk contribs 5,947 bytes +5,947 Created page with "== Introduction == Markov Chain Monte Carlo (MCMC) is a class of algorithms used to sample from a probability distribution. By constructing a Markov chain that has the desired distribution as its equilibrium distribution, one can use the samples to approximate the distribution. MCMC methods are particularly useful in high-dimensional spaces where direct sampling is challenging. == Background and History == The origins of MCMC can be traced back to the work of Andrey..."