Metropolis-Hastings is a ๐ฏ Markov Chain Monte Carlo algorithm for approximate sampling from distribution
- Propose
from using some distribution . - Choose to accept this change with probability
Intuitively, our transition is picking some sample
Search Will's Notes
Nov 12, 2024, 2 min read
Metropolis-Hastings is a ๐ฏ Markov Chain Monte Carlo algorithm for approximate sampling from distribution
Intuitively, our transition is picking some sample