Monte Carlo Methods Lecture Notes
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  2. 21  Metropolis Random Walk

21  Metropolis Random Walk

random-walk
mcmc
visualization
Published

January 4, 2025

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0.5
50

Running Averages of Coordinates

Autocorrelation Functions (ACF)

Statistics

Acceptance Rate
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Accepted / Total
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ESS (X)
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ESS (Y)
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20  Metropolis-Hastings Algorithm
22  Gibbs Sampling for Bivariate Normals
 

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