Markov chain Monte Carlo, Metropolis-Hastings Algorithm, Monte Carlo method
Abstract
Markov Chain Monte Carlo (MCMC) methods combine the probabilistic framework of Markov chains with Monte Carlo sampling to address complex, high-dimensional systems. Markov chains model systems with memoryless transitions, while Monte Carlo methods use random sampling to approximate intricate distributions. Together, these methods offer powerful tools for a range of applications. In particle technology, MCMC models separate processes like mixing, grinding, and classification, allowing engineers to optimize designs and predict system behaviors. MCMC also plays a critical role in Bayesian inference by facilitating sampling from complex posterior distributions. Algorithms such as Metropolis-Hastings and Gibbs sampling enable MCMC to approximate these distributions, making it indispensable for parameter estimation in statistical modeling. This paper explores MCMC’s foundations, its operational principles, and its applications in particle technology and Bayesian inference. MCMC’s adaptability and precision make it essential in both engineering and data science, where it continues to advance the study and management of complex probabilistic systems.
