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https://danmackinlay.name/notebook/mcmc.html
Markov Chain Monte Carlo methods — The Dan MacKinlay stable of variably-well-consider’d enterprises
Wherein Hamiltonian dynamics are invoked to guide proposals in samplers, tempering is described as a means to traverse modes, and coupling is employed to...
markov chain montedan mackinlay stablecarlo methodsvariably wellenterprises
https://danmackinlay.name/notebook/importance_sampling.html
Markov Chain Monte Carlo methods — The Dan MacKinlay stable of variably-well-consider’d enterprises
Wherein sampling from approximate distributions by reweighting is outlined, importance sampling is explicated, and its application in particle filters for...
markov chain montedan mackinlay stablecarlo methodsvariably wellenterprises
https://www.johndcook.com/blog/2016/01/23/introduction-to-mcmc/
Introduction to MCMC (Markov Chain Monte Carlo) integration
Markov Chain Monte Carlo (MCMC) is a technique for getting your work done when ordinary Monte Carlo isn't practical.
markov chain monteintroductionmcmccarlointegration