• On the Markov Chain Monte Carlo (MCMC) method

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      https://www.ias.ac.in/article/fulltext/sadh/031/02/0081-0104

    • Keywords

       

      Markov chains; Monte Carlo method; random number generator; simulation

    • Abstract

       

      Markov Chain Monte Carlo (MCMC) is a popular method used to generate samples from arbitrary distributions, which may be specified indirectly. In this article, we give an introduction to this method along with some examples.

    • Author Affiliations

       

      Rajeeva L Karandikar1

      1. Indian Statistical Institute, 7, SJS Sansanwal Marg, New Delhi - 110 016, India
    • Dates

       
  • Sadhana | News

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