Kushal Kr. Dey, Sourabh Bhattacharya, A brief tutorial on transformation based Markov Chain Monte Carlo and optimal scaling of the additive transformation, Brazilian Journal of Probability and ...

APPM 4560/5560 Markov Processes, Queues, and Monte Carlo Simulations Brief review of conditional probability and expectation followed by a study of Markov chains, both discrete and continuous time.

Traditionally Markov chains are software state machines that transition between states with given probabilities, often learned from a training corpus.

A research team from the University of British Columbia and Google has announced that they have developed a method called '3D Gaussian Splatting as a Markov Chain Monte Carlo Method' that ...

Journal of the Royal Statistical Society. Series B (Statistical Methodology), Vol. 65, No. 1 (2003), pp. 3-55 (53 pages) The major implementational problem for reversible jump Markov chain Monte Carlo ...