User:Rubisco1989/Books/Theory of MCMC

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Theory of MCMC[edit]

Basics
Markov chain
Verlet integration
Leapfrog integration
Orders of approximation
Midpoint method
Dirac delta function
Algebraic formula for the variance
Fokker–Planck equation
Wiener process
Stochastic differential equation
Euler–Maruyama method
Itō calculus
Brownian motion
Evolution and Types of MCMC
Hamiltonian mechanics
Langevin dynamics
Markov chain Monte Carlo
Metropolis–Hastings algorithm