An Overview of MCMC Methods: From Theory to Applications
Christos Karras, Aristeidis Karras, Markos Avlonitis, Spyros Sioutas
Topics & Concepts
Markov chain Monte CarloRejection samplingMetropolis–Hastings algorithmComputer scienceMarkov chainAlgorithmMonte Carlo methodSampling (signal processing)MathematicsMathematical optimizationApplied mathematicsHybrid Monte CarloStatisticsMachine learningFilter (signal processing)Computer visionMarkov Chains and Monte Carlo MethodsStochastic processes and statistical mechanicsMathematical Approximation and Integration