"math inline">\(p(\theta^{(n)})\)</span> is the same probability function as
<span class="math inline">\(p(\theta^{(n+1)})\)</span>. In Stan, this equilibrium distribution
<span class="math inline">\(p(\theta^{(n)})\)</span> is the target density <span class="math inline">\(p(\theta)\)</span> defined by a Stan
program, which is typically a proper Bayesian posterior density
<span class="math inline">\(p(\theta | y)\)</span> defined on the log scale up to a constant.</p>
<p>Using MCMC methods introduces two d