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Implement Markov Chain Monte Carlo with built-in functions?

Posted 6 years ago
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Hi All,

I find this 'MCMC' package that can perform Markov Chain Monte Carlo simulations.

However, I found this package doesn't use much of the built-in stochastic process functions.

Also, due to my very limited knowledge of stochastic processes, I'd like to get better understanding of MCMC via a more Mathematica way.

As such, I'm wondering if such MCMC simulation can be performed with higher-level built-in stochastic functions (e.g. RandomFunction, HiddenMarkovProcess)?

Note: Cross-posted at StackExchange.

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