对马尔科夫链蒙特卡洛模拟和吉布斯采样的一个介绍文章，对了解这些方法非常有用！-We focus here on Markov

Chain Monte Carlo (MCMC) methods, which attempt to simulate direct draws

from some complex distribution of interest. MCMC approaches are so-named because one uses the previous sample values to randomly generate the next sample

value, generating a Markov chain (as the transition probabilities between sample values are only a function of the most recent sample value).