Markov chain Monte Carlo

Markov chain Monte Carlo constructs an ergodic Markov chain whose stationary distribution is the target law and uses its post-burn-in states as approximate dependent samples.

Table of contents 111 3
- Gibbs sampler Markov chain Monte Carlo 86 2
  - Stationarity of the two-coordinate Gibbs sampler Gibbs sampler 23
  - Normal mean-precision Gibbs sampler Gibbs sampler 43

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Bayesian statistics
Statistical inference
Probability and statistics
Area of mathematics
Mathematics
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