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jmlr.org | ||
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setosa.io
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| | | | | [AI summary] A visual and practical explanation of Markov Chains, covering concepts like state spaces and transition matrices, with examples in weather modeling and Google's search algorithm. | |
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djalil.chafai.net
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| | | | | Markov-Chains-Monte-Carlo (MCMC for short) methods are widely used in practice for the approximate computation of integrals on various types of spaces. More precisely, let \(\mu\) be a probability measure on \(E\), known only up to a multiplicative constant. Let \(K\) be an irreducible Markov kernel on \(E\). Then by using a classical Metropolis-Hastings type construction, one cook up a computable... | |
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www.ethanepperly.com
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| | | | | [AI summary] A computational scientist writes a detailed mathematical proof of the fundamental theorem of Markov chains using coupling methods. | |
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deejaygraham.github.io
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| | | a triumph of style over substance | ||