In this tutorial, I explain the Metropolis and Metropolis-Hastings algorithm, the first MCMC method using an example.
I also celebrate Arianna Rosenbluth who was the first person to implement this algorithm on a primitive computer called MANIAC.
Some links:
Arianna Rosenbluth - Flash of Genius
https://www.radcliffe.harvard.edu/news-and-ideas/flash-of-genius
Kris Hauser's brilliant explanation of why the metropolis-hastings procedure satisfies the detailed balance criterion?
Original Location [seems to be not accessible anymore]
https://people.duke.edu/~kh269/teaching/notes/MetropolisExplanation.pdf
My copy of his notes
https://drive.google.com/file/d/1_pGhAdG2q58H-T6NaFuFGF_ut6JJhH7i/view?usp=share_link
Colin Carroll's Blog
https://colindcarroll.com/
Colin Carroll's Example Notebook
https://colindcarroll.com/2018/11/24/animated-mcmc-with-matplotlib/
#mcmc
#bayesianstatistics
#markovchains