Stat 543 a Very Brief Introduction to Markov Chain Monte Carlo

    Abstract

    The object here is to describe algorithms for generating a sequence of parameter vectors 1 ; 2 ; 3 ; : : : whose long run empirical (relative frequency) distribution can approximate a (posterior) distribution speci…ed by a density proportional to the product of a likelihood and a prior L () g () (for a k-dimensional vector). (Of course, the product L () g… (More)

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    Cite this paper

    @inproceedings{Stat5A, title={Stat 543 a Very Brief Introduction to Markov Chain Monte Carlo}, author={} }