Model Perspective
Nov 29, 2022 · Artificial Intelligence
MCMC Demystified: Monte Carlo Basics, Metropolis-Hastings & Gibbs Sampling
Markov Chain Monte Carlo (MCMC) extends classic Monte Carlo by generating dependent samples via a Markov chain, enabling Bayesian inference through concepts like the plug‑in principle, burn‑in, asymptotic independence, and algorithms such as Metropolis‑Hastings and Gibbs sampling, while addressing convergence and effective sample size.
Bayesian inferenceGibbs samplingMCMC
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