User:Rubisco1989/Books/Theory of MCMC

Theory of MCMC

 * Basics
 * Markov chain
 * Verlet integration
 * Leapfrog integration
 * Orders of approximation
 * Midpoint method
 * Dirac delta function
 * Algebraic formula for the variance
 * Fokker–Planck equation
 * Wiener process
 * Stochastic differential equation
 * Euler–Maruyama method
 * Itō calculus
 * Brownian motion


 * Evolution and Types of MCMC
 * Hamiltonian mechanics
 * Langevin dynamics
 * Markov chain Monte Carlo
 * Metropolis–Hastings algorithm