(ML 18.1) Markov chain Monte Carlo (MCMC) introduction

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Uploaded by on Jul 25, 2011

Introduction to MCMC. The intuition behind why MCMC works. Illustration with an easy-to-visualize example: hard disks in a box (which was actually the first application of MCMC).

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Uploader Comments (mathematicalmonk)

  • I did my senior thesis on this topic - nicely done, sir.

  • @PumaBeats Cool topic for a senior thesis. Thanks for the comment.

Top Comments

  • So this is where I go after graduating from Khan Academy! Thanks for posting these videos, very helpful!

  • Great videos! Thanks! You're an excellent teacher! It would be great to have more examples and some matlab code ;-)

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All Comments (8)

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  • Thank you :)

  • Great video, the initial physics application for MCMC was in modelling neutron diffusion

  • Kudos to you and khanacadamy for tearing down the academic barrier!

  • Thank you very much, you did awesome job

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