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A Markov Chain Monte Carlo Visualizer (Metropolis Hastings) using random walk.

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MCMC Visualizer

This project was inspired by Christos Tsanikidis' blog post. Christos built a Monte-Carlo Markov Chain visualizer, specifically focusing on the metropolis-hastings algorithm. His program was impressive, but he didn't go into much detail about how he made it work. So, I decided to take matters into my own hands and give it a shot.

My visualizer is all utilizes two Gaussian distributions that represent the X and Y dimensions. You can tweak the means and standard deviations of both distributions to see how they affect the results.

I hope that by sharing my version of the visualizer, I can help others understand thisalgorithm and encourage them to dive into their own experiments. It's all about learning and building on the work of others, like Christos.

ezgif com-video-to-gif ezgif com-video-to-gif (1) ezgif com-video-to-gif (2)

How to run

  1. Simply clone the repo.

$: git clone https://github.com/TylerMorton/MCMC-Visualizer.git

  1. Go into the MCMC-Visualizer directory

$: cd MCMC-Visualizer

  1. and run the project.

$: cargo run

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A Markov Chain Monte Carlo Visualizer (Metropolis Hastings) using random walk.

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