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24:45
YouTube
Kapil Sachdeva
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/news-and-ideas ...
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