MCMC under the Hood

In Chapter 6, we discussed the need for MCMC posterior simulation in advanced Bayesian analyses and how to achieve these ends using the rstan package. You now have everything you need to analyze more sophisticated Bayesian models in Unit 3 and beyond. Mainly, you can drive from point a to point b without a working understanding of the engine. However, whether now or later, it will be beneficial to your deeper understanding of Bayesian methodology (and fun) to learn about how MCMC methods actually work. We'll take a peak under the hood in Chapter 7. If learning about computation isn't your thing at this particular point in time, you'll still be able to do everything that comes after this chapter. You do you.