Probabilistic Models, Sampling Methods, Machine Learning, Editors Pick, Hands On Tutorials.
other than the one immediately preceding it. This translates to the probability chain rule applying to the joint probability distribution of a series of samples thusly: P( X₁ , … , Xₙ ) = P( X₁ ) P( X₂ | X₁ ) … P( Xₙ | Xₙ₋₁ ) Monte Carlo Methods If the distribution of our data is simple (i.e. well