Titlebook: MCMC from Scratch; A Practical Introduc Masanori Hanada,So Matsuura Textbook 2022 The Editor(s) (if applicable) and The Author(s), under ex

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General Aspects of Markov Chain Monte Carlo,In this chapter, we explain general aspects of the Markov Chain Monte Carlo (MCMC) method. Concrete examples such as the Metropolis algorithm [., .] and the HMC algorithm [.] will be discussed in later chapters. (There are interesting and conflicting recollections regarding the birth of MCMC by the inventors [.,.,.,.].)

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Introduction, complicated function or want to handle a complicated probability distribution. Historically, it has been a popular tool in physics, which is the authors’ main research field. Recently, it became a common tool in statistics as well, and also in the fields where statistical methods are important, for example, machine learning and finance.

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