Get startedGet started for free

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

View Course

Hands-on interactive exercise

Turn theory into action with one of our interactive exercises

Start Exercise