MCMC from Scratch: A Practical Introduction to Markov Chain Monte Carlo by Masanori Hanada, So Matsuura
English | PDF,EPUB | 2022 | 198 Pages | ISBN : 9811927146 | 29.3 MB
This textbook explains the fundamentals of Markov Chain Monte Carlo (MCMC) without assuming advanced knowledge of mathematics and programming. MCMC is a powerful technique that can be used to integrate complicated functions or to handle complicated probability distributions. MCMC is frequently used in diverse fields where statistical methods are important – e.g. Bayesian statistics, quantum physics, machine learning, computer science, computational biology, and mathematical economics. This book aims to equip readers with a sound understanding of MCMC and enable them to write simulation codes by themselves.