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add high-level intro to mcmc sampling #2

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nandaloo opened this issue Jan 22, 2021 · 0 comments
Open

add high-level intro to mcmc sampling #2

nandaloo opened this issue Jan 22, 2021 · 0 comments

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@nandaloo
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this text titled "MCMC sampling for dummies" is written by one of the core developers of PyMC3 and aims to answer the quesion "How does the inference actually work? How do we get these magical samples from the posterior?". Or as he puts it: "This blog post is an attempt at trying to explain the intuition behind MCMC sampling":

https://twiecki.io/blog/2015/11/10/mcmc-sampling/

I suggest this to add to the section of mcmc.

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