Discover how Markov chains predict real systems, from Ulam and von Neumann’s Monte Carlo to PageRank, so you can grasp ...

Markov Chain Monte Carlo (MCMC) methods have become indispensable in contemporary statistical science, enabling researchers to approximate complex probability distributions that are otherwise ...

This is a preview. Log in through your library . Abstract This paper describes and compares several methods for computing stationary probability distributions of Markov chains. The main linear algebra ...

We develop a new technique, based on Stein’s method, for comparing two stationary distributions of irreducible Markov chains whose update rules are close in a certain sense.We apply this technique to ...

Software engineer Sai Bhargav Yalamanchi notes that mathematical tools helping practitioners interpret uncertainty have ...

Monte Carlo methods and Markov Chain algorithms have long been central to computational science, forming the backbone of numerical simulation in a variety of disciplines. These techniques employ ...