Are you an EPFL student looking for a semester project?
Work with us on data science and visualisation projects, and deploy your project as an app on top of Graph Search.
Lecture
Stochastic Simulation: Metropolis-Hastings Algorithm
Description
This lecture covers the Metropolis-Hastings algorithm, MALA, and convergence diagnostics in stochastic simulation. It explains the goal of sampling from a target density and the process of generating proposal values. The instructor discusses the importance of choosing the proposal density and the concepts of convergence diagnostics. The lecture also delves into the application of the algorithm in various scenarios and the evaluation of acceptance-rejection criteria.
Official source
About this result
This page is automatically generated and may contain information that is not correct, complete, up-to-date, or relevant to your search query. The same applies to every other page on this website. Please make sure to verify the information with EPFL's official sources.