Metropolis - Hastings : Data Science Concepts

The *most famous* MCMC method: Metropolis - Hastings. Made simple.

[dzmitrykoniukhau]

Guys, realize for a sec how cool is that we are living in the time of the Internet.
I got a topic for my seminar (Monte Carlo samplings) where I need to elaborate the topic of Metropolis - Hastings sampling among others. So I started to read the book my prof recommended me, couldn't understand a sh*t so I am going to YouTube, searching for the corresponding videos, finding this one and understand EVERYTHING. 30 years ago I would have to go to the library and ask there another book and spent there ages until I'll understand it. Now it is simple as that!

Bro, thank you sooo much for the way you are explaining the stuff! Those parts with the toy examples and the intuition behind it are so helpful!
This is not the first time you are saving my ass!!!

From Belarus with Love!

[michaelzumpano]

This is a topic that has a lot of layers, but you did a great job of taking it apart and putting it back together! You’re a great teacher.

[ericpenarium]

This is seriously next level teaching. I’ve never heard such a clear explanation of M-H before! Amazing job.

[shutonggu]

I have tried to understand what hacks the relationship between MC and posterior probability is for the whole day; but after looking at your video, just in 20 min, I understand it. The teaching is so clear and easy to understand! Very high-quality teaching!

[MrTSkV]

This is an impressive alloy of math and intuition behind it - not something you get to see very often in short educational videos like this, because it's really REALLY hard to do. But you sir are one of the few exceptions. Bravo! Please never stop.
I'm sorry for my English, just wanted to say how impressed I am. Have a good one!

[edwardmartin]

Awesome. The last five minutes on intuition is especially good

[DataRambling]

The first thing I do now when I don't understand a concept is to see if you have a video on it. You make the best videos on the most complicated topics and make them so easy to understand. Simply the best! Thank you for your efforts!

[vickylim]

You did make the person who doesn’t have english as mother tongue understand the topic!! You have so much talent at teaching! Great job!

[zypresse]

wow I didn't notice how 18 minutes passed by... well done! thanks so much !

[skua-sebp]

You did a fantastic job by explaining so many things within 20 minutes and with no jargon!

[JayleeWu]

Hey there! Just would like to thank you for all these wonderful high-quality work you've made and shared with us. I've seen bunch of different versions of videos covering similar topics, but yours is definitely my favorite so far! Great pace control, clear explanation and wonderful teaching style. Well done man. Please keep it up! cheers! 💪👏🙏

[Anzah]

Landed here after watching a couple of videos on M-H, and none of them were remotely as clear as your explanation! and your explanation made me really appreciate the intuitive simplicity and beauty of the math. Great work! Really wish I had a teacher like you during my bachelors :D

[PhilippeZwick]

I watched a lot of videos for this topic and at around 15:51 thanks to your intution it flipped the switch in me and finally the reason behind all of this makes sense - feels good. Thank you so much!

[jmaes]

You explain this incredibly well! I cant put into words how helpful your videos have been

[filippobargagna]

Came here thinking I understood Metropolis-Hastings, enriched myself with doubts during the lecture, wrapped everything up with you at the end. I'm now leaving with a more full understanding. You are an amazing teacher!

[zmsalex]

You are awesome. I watched from Inverse Transformation Method, Rejection Method to this Metropolis-Hasting Method. I was previously confused about those concepts taught by my university lecturer but now I fully understands them all. Thank you so much for your wonderful and insightful teaching video.

[i-fanlin]

Your explanation of the proposal density is the best I ever found! Thank you so much for your sharing!

[bretasopik]

Amazing explanation! I usually do not comment on YouTube but here I make an exception. Good job!

[jacoblink]

Mate, this is the most amazing and clear content re MCMC ive yet seen. incredible. thank you so much!

[crazyjerry]

You definitely deserve more exposure!! Thanks a lot for these great explanations:)