(eng): The paper recals the MCMC methods, namely the Gibbs algorithm, the Metropolis--Hastings algorithm and variants used for solution of optimization problems, namely the simulated annealing. The objective is to describe the schemes of the algorithms, to recall their theoretical foundation, and to show their use both in Bayes data analysis and in randomized optimization problem.

(cze): Práce připomíná podstatu a algoritmy Markov chain Monte Carlo metod (Gibbsův sampler, algoritmus Metropolise a Hastingse) a ukazuje jejich použití jak v Bayesovské analýze dat, tak v problému optimalizace, ve spojení se simulovaným žíháním.