这是Calgary大学的关于mcmc（马尔科夫链蒙特卡洛法）的简明教程，适合于刚刚接触到这一领域的朋友会有一些帮助。

介绍相关向量回归的MCMC理论,并且给出了其丰富的应用背景,最后将实验结果与一般算法进行比较,这篇文章是一个很好的范例-Introduce the relevant vector regression MCMC theory, and application is given its rich background, and finally experimental results are compared with the general algorithm, this article is