Confusion regarding which distribution Monte Carlo considers for sampling
Considering Bayesian posterior inference, which distribution does Monte Carlo sampling take samples from: posterior or prior?
Posterior is intractable because the denominator (evidence) is an integration over infinite theta values. So, if Monte Carlo samples from posterior distribution, I am confused as to how the posterior distribution is known as it is intractable. Could someone please explain me what I am missing?
If Monte Carlo samples from prior distribution, how does the samples approximate to posterior distribution?
Topic monte-carlo bayesian
Category Data Science