http://demonstrations.wolfram.com/MarkovChainMonteCarloSimulationUsingTheMetr...
The Wolfram Demonstrations Project contains thousands of free interactive visualizations, with new entries added daily.
This Demonstration allows a simple exploration of the Metropolis algorithm sampling of a two-dimensional target probability distribution as a function of the width (sigma) of a circularly symmetric Gaussian proposal distribution. If the sigma is too sma...
Contributed by: Philip Gregory (Physics and Astronomy, University of British Columbia)
Link to this comment:
All Comments (0)