论文标题
马尔可夫链中的计算复杂性简介蒙特卡洛方法
An introduction to computational complexity in Markov Chain Monte Carlo methods
论文作者
论文摘要
这项工作的目的是介绍马尔可夫链蒙特卡洛方法的理论背景和计算复杂性。在大多数统计参考文献中都找不到与收敛有关的大多数数学结果，而计算复杂性仍然是大多数MCMC方法的开放问题。在这项工作中，我们提供了有关所有这些理论主题的一般概述，参考和讨论。
The aim of this work is to give an introduction to the theoretical background and computational complexity of Markov chain Monte Carlo methods. Most of the mathematical results related to the convergence are not found in most of the statistical references, and computational complexity is still an open question for most of the MCMC methods. In this work, we provide a general overview, references, and discussion about all these theoretical subjects.
