MetropolisHastings VISUALLY EXPLAINED

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In this tutorial, I explain the Metropolis and Metropolis-Hastings algorithm, the first MCMC method using an example. • I also celebrate Arianna Rosenbluth who was the first person to implement this algorithm on a primitive computer called MANIAC. • Some links: • Arianna Rosenbluth - Flash of Genius • https://www.radcliffe.harvard.edu/new... • Kris Hauser's brilliant explanation of why the metropolis-hastings procedure satisfies the detailed balance criterion? • Original Location [seems to be not accessible anymore] • https://people.duke.edu/~kh269/teachi... • My copy of his notes • https://drive.google.com/file/d/1_pGh... • Colin Carroll's Blog • https://colindcarroll.com/ • Colin Carroll's Example Notebook • https://colindcarroll.com/2018/11/24/... • #mcmc • #bayesianstatistics • #markovchains

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