Metropolis-Hastings - VISUALLY EXPLAINED!

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