Understanding Metropolis-Hastings algorithm
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YouTubeMachine Learning TV
Understanding Metropolis-Hastings algorithm
Course link: https://www.coursera.org/learn/mcmc-bayesian-statistics Metropolis-Hastings is an algorithm that allows us to sample from a generic probability distribution, which we'll call our target distribution, even if we don't know the normalizing constant. To do this, we construct and sample from a Markov chain whose stationary distribution ...
86.5K viewsFeb 12, 2020
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