Markov Chain Monte Carlo
Markov Chain Monte Carlo, or MCMC, combines the concepts of Monte Carlo sampling with Markov Chains' property of converging to a steady state. This allows sampling draws from any, even unknown, posterior distribution. Let's check your intuition about MCMC!
This exercise is part of the course
Bayesian Data Analysis in Python
Hands-on interactive exercise
Turn theory into action with one of our interactive exercises
