Posts tagged ‘data augmentation’

A History of Markov Chain Monte Carlo

I’ve been joking about the astronomers’ fashion in writing Markov chain Monte Carlo (MCMC). Frequently, MCMC was represented by Monte Carlo Markov Chain in astronomical journals. I was curious about the history of this new creation. Overall, I thought it would be worth to learn more about the history of MCMC and this paper was up in arxiv: Continue reading ‘A History of Markov Chain Monte Carlo’ »