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Markov Chain Monte Carlo (MCMC)

A Short Overview

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Abstract

This is a short account of the major highlights of Markov Chain Monte Carlo, with pointers to what lies beyond.

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Acknowledgement

The author thanks Piyush Srivastava of TIFR, Mumbai, for a critical reading and valuable suggestions.

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Authors and Affiliations

  1. Department of Electrical Engineering, IIT Bombay, Powai Mumbai, 400 076, India

    Vivek S. Borkar

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  1. Vivek S. Borkar
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Vivek Borkar is Emeritus Fellow at the Department of Electrical Engineering, Indian Institute of Technology Bombay. He works on stochastic optimization and control, learning control theory and random processes.

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Borkar, V.S. Markov Chain Monte Carlo (MCMC). Reson 27, 1107–1115 (2022). https://doi.org/10.1007/s12045-022-1407-1

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  • DOI: https://doi.org/10.1007/s12045-022-1407-1

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