(Markov chain) Monte Carlo doesn’t “explore the posterior” | Statistical Modeling, Causal Inference, and Social Science

(Markov chain) Monte Carlo doesn’t “explore the posterior” | Statistical Modeling, Causal Inference, and Social Science

[Edit: (1) There’s nothing dependent on Markov chain—the argument applies to any Monte Carlo method in high dimensions. (2) No, (MC)MC is not not …

columbia.edu - Bob Carpenter • 1851d

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    Michael Zauzig flipped this story into Machine Learning and The Future•1851d