Lecture 17. Markov Chain Monte Carlo and Metropolis-Hasting Algorithm

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MCMC, Averaging along the chain, Ergodic Markov chains; Metropolis algorithm, Metropolis-Hastings, Examples; Random Walk Metropolis-Hastings, Independent Metropolis-Hastings; Metropolis-adjusted Langevin algorithm; Combinations of Transition Kernels, Simulated Annealing.

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The professor's questions are really informative to grasp the concept!

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Skipping through slides is very irritating, especially when there is value in the material on them.

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