Metropolis-Hastings algorithm
Metropolis-Hastings algorithm
Metropolis-Hastings algorithm
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<strong>Metropolis</strong>-<strong>Hastings</strong> <strong>algorithm</strong><br />
• E.g., have 7 islands (θ = 1–7)<br />
with relative populations given<br />
by P(θ).<br />
• Initial island (θ = 4) chosen<br />
randomly (or centered).<br />
• Each ‘day’ corresponds to one<br />
time increment.<br />
• Trajectory path is a random walk<br />
on a grid.<br />
• One possible instance of a<br />
trajectory:<br />
Resulting frequency distribution<br />
Random walk<br />
Target distribution
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