Metropolis-Hastings algorithm
Metropolis-Hastings algorithm
Metropolis-Hastings algorithm
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Visualization of <strong>Metropolis</strong> <strong>algorithm</strong> in 1D<br />
• R code for excellent visualization i of the <strong>Metropolis</strong> <strong>algorithm</strong><br />
for a 1D problem at:<br />
– http://www.r-bloggers.com/visualising-the-metropolis-hastings<strong>algorithm</strong>/<br />
– Minor modifications, code saved as: Chivers_ms_viz.R<br />
<strong>Metropolis</strong><br />
s-<strong>Hastings</strong><br />
Trace<br />
rm(x, target_mu, target_sd)<br />
dnor<br />
-3 -2 -1 0 1 2 3<br />
x
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