Metropolis Random Walk

random-walk

mcmc

visualization

Explore random walks using the Metropolis algorithm and observe how particles move through space.

Published

January 4, 2025

← Return to Apps

Target: Uniform distribution on two circular regions connected by a bottleneck (non-convex region)

Proposal: Uniform square of side d centered at current position

Loading Python environment...

This may take a few seconds on first load.

Proposal Side Length d: 0.5

Number of Samples: 50

Starting Point (x₀, y₀):

Statistics

Acceptance Rate

Accepted / Total

ESS (X)

ESS (Y)

About This App

This app visualizes a random walk governed by the Metropolis algorithm, demonstrating how a stochastic process can explore a state space while respecting certain probability constraints.