Markov Chain Monte Carlo in plain English I barely know what a markov chain is (I had a terrible teacher) and I probably have an idea of what a stationary distribution is... but I don't know how a Monte Carlo method works and I don't know how a Markov Chain Monte Carlo algorithm works. Can someone please explain it to me in plain English and very simple terms?

This is a question that requires your efforts starting to read diligently through a matter that is abbreviated MCMC (Markov Chain Monte Carlo). In this context the Monte Carlo Method provides a random sampling technique (algorithm) to obtain relevant information from observations on a system which we can theoretically model by a Markov Chain. In layman terms one obtains from a system, which can be described by a Markov Chain, per-sample observations by randomly playing roulette. See for basic introduction here>>>.

Reference to books find here>>>

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