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A simple introduction to Markov Chain Monte–Carlo sampling
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 us...
| Autores principales: | , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Springer US
2016
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC5862921/ https://www.ncbi.nlm.nih.gov/pubmed/26968853 http://dx.doi.org/10.3758/s13423-016-1015-8 |