Concepts2
📚TheoryAdvanced
MCMC Theory
MCMC simulates a Markov chain whose long-run behavior matches a target distribution, letting us sample from complex posteriors without knowing the normalization constant.
#mcmc#metropolis-hastings#gibbs sampling+11
📚TheoryIntermediate
Markov Chain Theory
A Markov chain is a random process where the next state depends only on the current state, not the full history.
#markov chain#transition matrix#stationary distribution+12