Mathematics and probability · MLD-0699
Markov chain Monte Carlo
Sampling methods that construct a Markov chain with a desired stationary distribution.
Original reference page · detailed expansion pending. Original definitions, examples, notes and citations are preserved below. New examples are illustrative, not benchmark results.
Original example
Approximate a Bayesian posterior.
Original caveat
Finite chains can mix poorly or fail to converge adequately.
Context and aliases
Level: Foundational. Stages: Theory · Training · Evaluation.
Tags: ML · DL · SLM · LLM.
Aliases: MCMC.
Related concepts
Concepts linking here
Original references
- Deep Learning: online textbook ↗ · Consulted
- Mathematics for Machine Learning ↗ · Reference link
- Original reference URL ↗