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Sampling from Any Distribution by MCMC

In: Bayesian Compendium

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  • Marcel van Oijen

Abstract

The Bayesian approach to parameter estimation requires modellers to make a major mental shift: we no longer aim to find a single ‘best’ parameter vector—instead we aim to determine the posterior probability distribution for the parameters.

Suggested Citation

  • Marcel van Oijen, 2020. "Sampling from Any Distribution by MCMC," Springer Books, in: Bayesian Compendium, chapter 0, pages 33-38, Springer.
    • Handle: RePEc:spr:sprchp:978-3-030-55897-0_6
    DOI: 10.1007/978-3-030-55897-0_6
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