Bayes In the Real World: The Metropolis-Hastings Algorithm

Metropolis-Hastings Explained

Without further ado, the Metropolis-Hastings algorithm!

We start with some initial point $x_0$ , from which we will generate a list of samples.

plot

Metropolis-Hastings Explained

Without further ado, the Metropolis-Hastings algorithm!

We start with some initial point $x_0$ , from which we will generate a list of samples.

plot