4 ms·
For many researchers MCMC is described in very specific terms very differently in many places. This paper offers a single view of how to understand the idea and
by boxfire 8y ago
For many researchers MCMC is described in very specific terms very differently in many places. This paper offers a single view of how to understand the idea and how you can use it to derive specializations for your field. Of course if you have no interest in mathematics, just move on. Nothing about being a good hacker means being abrupt and unwilling to dive deep in the necessary tools for a job. I for one am glad to see a paper like this and know I can start from here to build my own sampler for a complex system for which there is otherwise no software to efficiently sample. The hacker spirit is curious and open minded, but moves fast. If it's not a tool for you that doesn't mean it can't help thousands of others gain real insight into a difficult subject.