Markov Chain Monte Carlo
A family of algorithms that build a Markov chain whose stationary distribution is the posterior, using only unnormalized density evaluations, so posterior expectations become averages over the chain's samples. Asymptotically exact but sequential and compute-heavy; covered in depth in its own curation.
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A family of algorithms that build a Markov chain whose stationary distribution is the posterior, using only unnormalized density evaluations, so posterior expectations become averages over the chain's samples. Asymptotically exact but sequential and compute-heavy; covered in depth in its own curation.
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