NCRM videos

Advanced Bayesian Methods: Metropolis Hastings

Gabriel Katz

19-10-2021

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.