/stor-i-student-sites/lanya-yang Student Wed, 10 Jan 2024 23:57:18 +0000 en-GB hourly 1 https://wordpress.org/?v=6.9.4 /stor-i-student-sites/lanya-yang/wp-content/uploads/sites/59/2024/01/cropped-image_123986672-2-32x32.jpg /stor-i-student-sites/lanya-yang 32 32 /stor-i-student-sites/lanya-yang/2024/01/10/markov-chain-monte-carlo/?utm_source=rss&utm_medium=rss&utm_campaign=markov-chain-monte-carlo /stor-i-student-sites/lanya-yang/2024/01/10/markov-chain-monte-carlo/#respond Wed, 10 Jan 2024 23:57:17 +0000 /stor-i-student-sites/lanya-yang/?p=91 The Markov Chain Monte Carlo (MCMC) method is designed to sample from a known target distribution. Once we get samples with density , it is easy to get an approximation of E(f(X)) by taking average of f(Xi), i=1,…, N. Besides, the MCMC method can also be applied in optimisation problems.

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