Resumen de An introduction to Markov Chain Monte Carlo

Ricardo Medel Esquivel, Isidro Gómez Vargas, J. Alberto Vázquez, Ricardo García Salcedo

• In this paper we present a didactic introduction to the Markov Chain Monte Carlo method. We do not assume that the reader has prior knowledge about the subject, so we also present the necessary fundamentals of probability theory, a historical outline of the evolution of the Monte Carlo method and practical examples on numerical integration and statistical inference implemented in Python.