MCMC from Scratch: A Practical Introduction to Markov Chain Monte Carlo Hanada Masanori
MCMC from Scratch: A Practical Introduction to Markov Chain Monte Carlo Hanada Masanori This textbook explains the fundamentals of Markov Chain Monte Carlo (MCMC) without assuming advanced knowledge…
Specifikacia MCMC from Scratch: A Practical Introduction to Markov Chain Monte Carlo Hanada Masanori
MCMC from Scratch: A Practical Introduction to Markov Chain Monte Carlo Hanada Masanori
This textbook explains the fundamentals of Markov Chain Monte Carlo (MCMC) without assuming advanced knowledge of mathematics and programming. MCMC is frequently used in diverse fields where statistical methods are important - e.g. MCMC is a powerful technique that can be used to integrate complicated functions or to handle complicated probability distributions.
This book aims to equip readers with a sound understanding of MCMC and enable them to write simulation codes by themselves.The content consists of six chapters. Bayesian statistics, quantum physics, machine learning, computer science, computational biology, and mathematical economics. Following Chap.
2, which introduces readers to the Monte Carlo algorithm and highlights the advantages of MCMC, Chap. 3 presents the general aspects of MCMC. Chap. 4 illustrates the essence of MCMC through the simple example of the