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9:49
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Charlotte Moser
9 - Markov Chain Monte Carlo: The Metropolis Algorithm
In this lecture I will introduce Markov Chain Monte Carlo (MCMC) and the Metropolis algorithm for sampling complex distributions via accept/reject Markov Chains. This is the ninth lecture in the Statistical Toolkit module that follows the second chapter of the book "Applied Mathematics Toolkit: Modeling, Data, and Algorithms for Scientists and ...
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