Markov Chain

Learn about Markov processes, stationary distributions, and convergence of Markov chains. [Read More]

The reason we need MCMC is that many distributions are only known in their unnormalized form, making traditional sampling/integration methods ineffective. By constructing a ‘correct Markov chain’, we can obtain the target distribution from its stationary distribution, meaning the long-term distribution of the trajectory ≈ target distribution. [Read More]