Markov chain Monte Carlo
id:
markov-chain-monte-carlo-181-15014825
title:
Markov chain Monte Carlo
text:
In statistics, Markov chain Monte Carlo (MCMC) is a class of algorithms used to draw samples from a probability distribution. Given a probability distribution, one can construct a Markov chain whose elements' distribution approximates it – that is, the Markov chain's equilibrium distribution matches the target distribution. The more steps that are included, the more closely the distribution of the sample matches the actual desired distribution. Markov chain Monte Carlo methods are used to study
brand slug:
wiki
category slug:
encyclopedia
description:
Calculation of complex statistical distributions
original url:
https://en.wikipedia.org/wiki/Markov_chain_Monte_Carlo
date created:
2003-05-30T07:16:09Z
date modified:
2024-09-06T01:12:17Z
main entity:
{"identifier":"Q1191869","url":"https://www.wikidata.org/entity/Q1191869"}
image:
fields total:
13
integrity:
15