Markov chain Monte Carlo can generate samples from a target density without directly constructing that density.

“So then people went and said, well, we can do a little bit better by framing this as basically as the limiting process of a Markov uh process.”

“And this gives us something, M_C_M_C_ what basically the idea is that we may not be able to create the dentist density, but we are able to sample from it. And that's one of the very interesting things about kind of everything inference or like density based is that you can actually do a lot of things without”

“actually knowing the density itself, you just by sampling and rejecting samples.”