MCMCtekijöiden
The term MCMCtekijöiden is a Finnish-language designation for researchers and practitioners who develop and apply Markov chain Monte Carlo methods. It covers statisticians, data scientists, physicists, and software engineers who design algorithms for drawing samples from complex probability distributions, with a focus on Bayesian inference and uncertainty quantification. Core concerns include constructing Markov chains with the target distribution as their stationary distribution, ensuring ergodicity and detailed balance, and implementing sampling schemes such as Metropolis-Hastings, Gibbs sampling, slice sampling, and Hamiltonian Monte Carlo.
Historically, the field grew from the Metropolis algorithm (1953) and Hastings’ generalization (1970), through Gibbs sampling
Applications span Bayesian data analysis, hierarchical models, spatial statistics, genetics, physics, and machine learning, where direct