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)

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