Why MCMC (Markov chain Monte Carlo) are use ?

Prajinvenkat

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Why MCMC (Markov chain Monte Carlo) are use ?
it use on Linux , website and etc
i can't understand how its work
 


Simulates continuous distributions of random vectors using Markov chain Monte Carlo (MCMC). Users specify the distribution by an R function that evaluates the log unnormalized density. Algorithms are random walk Metropolis algorithm (function metrop), simulated tempering (function temper), and morphometric random walk Metropolis (Johnson and Geyer, Annals of Statistics, 2012, function morph.metrop), which achieves geometric ergodicity by change of variable.

 
i can't understand what you are telling
Simulates continuous distributions of random vectors using Markov chain Monte Carlo (MCMC). Users specify the distribution by an R function that evaluates the log unnormalized density. Algorithms are random walk Metropolis algorithm (function metrop), simulated tempering (function temper), and morphometric random walk Metropolis (Johnson and Geyer, Annals of Statistics, 2012, function morph.metrop), which achieves geometric ergodicity by change of variable.

how is it use
 
Markov chains were invented by the mathematician Andrey Markov in the early 1900s to prove that the law of large numbers could apply to sequences of dependent random variables. Prior, the accepted understanding was that it only applied to independent events, like a coin flip.

It's pretty neat stuff, though most folks only think of it as a chat model.
 


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