Advanced Bayesian Methods: Metropolis Hastings

Katz, Gabriel (2021) Advanced Bayesian Methods: Metropolis Hastings. [Video]

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Abstract

In this video, Dr Gabriel Katz looks at the second main algorithm used in Bayesian computations, which is the Metropolis-Hastings algorithm and can be used when sampling from the conditional distributions is not possible. Dr Katz talks about what it means using Metropolis Hastings and he also provides an example of when someone would use this algorithm rather than Gibbs sampling.

Item Type: Video
Subjects: 5. Quantitative Data Handling and Data Analysis > 5.2 Statistical Theory and Methods of Inference
5. Quantitative Data Handling and Data Analysis > 5.2 Statistical Theory and Methods of Inference > 5.2.5 Bayesian methods
7. ICT and Software > 7.2 Quantitative Software
Depositing User: NCRM users
Date Deposited: 12 Jan 2022 15:14
Last Modified: 12 Jan 2022 15:14
URI: https://eprints.ncrm.ac.uk/id/eprint/4515

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