An Introduction to MCMC for Machine Learning
Christophe Andrieu‚ Nando de Freitas‚ Arnaud Doucet and Michael I. Jordan
Abstract
This purpose of this introductory paper is threefold. First, it introduces the Monte Carlo method with emphasis on probabilistic machine learning. Second, it reviews the main building blocks of modern Markov chain Monte Carlo simulation, thereby providing and introduction to the remaining papers of this special issue. Lastly, it discusses new interesting research horizons.
ISSN
0885−6125
Journal
Machine Learning
Number
1−2
Pages
5−43
Publisher
Kluwer Academic Publishers
Volume
50
Year
2003