# mcmc-types: Common types for sampling.

[ library, math, mit, numeric ] [ Propose Tags ]

Common types for implementing Markov Chain Monte Carlo (MCMC) algorithms.

An instance of an MCMC problem can be characterized by the following:

• A target distribution over some parameter space

• A parameter space for a Markov chain to wander over

• A transition operator to drive the Markov chain

mcmc-types provides the suitably-general Target, Chain, and Transition types for representing these things respectively.

[Index]