Introduction to Bayesian statistics, part 2: MCMC and the Metropolis–Hastings algorithm

An introduction to Markov chain Monte Carlo (MCMC) and the Metropolis–Hastings algorithm using Stata 14. We introduce the concepts and demonstrate the basic calculations using a coin toss experiment.

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[AlessandroBottoni]

This is by far the best explanation of Metropolis-Hastings algorithm I was able to find on the web. Thanks a lot.

[dataminingincae]

Brilliantly simple explanation of the Metropolis-Hasting Algorithm. Thanks.

[vivekpetrolhead]

The rotated density plot clarified so many things. Thanks!

[practicaldataengineering]

The best explanation of Metropolis-Hastings algorithm. Thank you for this, no university course nor research paper will provide this much of understandable clarification.

[jimmylee]

My son and I watched this entire video together. You did a great job teaching. My son understood this, I made sure to ask him questions to ensure he surly did. He's nearly 13 now and loves data-science.


Great lecture and you have an excellent voice for teaching. Thanks again for this video.

[nathsujitkumar]

The best explanation, available online, on this topic by far. The visualization of the algorithm is superb! Very much appreciated.

[rajarajansb]

The perspective of visualization & presenter's clarity made this the best explanation

[loosecannon]

As others have already said, this is hands down the best explanation of MCMC I've seen on YouTube!

[uniquenessexistence]

Very clear explanation with plots. This is very helpful.

[areaxi]

One of the best MCMC explanations on YouTube and I'm just learning for fun with no formal math/stats background.

[flagrance]

Simply the best illustration I have ever seen on the web - THANK YOU SO MUCH!

[aflouh]

The best explanation of MCMC, ,, thank you x 1000

[JohnSegrave]

Really nicely done - a very clear and concise explanation. I got a better sense of MCMC and M-H from these 8 minutes than several hours of reading on the topic beforehand. Thank you.

[keggluneq]

Thank you. I've been looking for an intuitive explanation of MCMC for years!

[fahdyazin]

Most intuitive explanation of the MCMC-MH

[lihuil]

very good. The best explanation so far.

[hongjingxia]

By far the most clear explanation I've seen. Thanks a

[Echodonut]

I have been trying to understand bayesian MCMC for the last couple of days, and this helped my understanding along greatly. Thanks!

[hfkssadfrew]

Very clean explanation! Much better than other videos online

[nutellahasswag]

Top comment says it all, really clicked for me when you broke down into three stages. Thank you