Thank you very much on videos 18.x. After months of struggling, I finally understand the key idea of what makes MCMC to work. Especially the proof that Markov chain (Xi) has stationary distribution, put all the messy pieces into the right place in my head.
Definitely a great series! I struggled for one day and after seeing these videos I understood what MCMC is all about. I guess I was lucky to have found this series so fast. Nice work!
I am struggling to understand what is being said around 2:30 to 3:10 minute mark. First in the audio he says x_i+1 NEQ x, but in the video he writes x_i NEQ x, so which is correct, audio or video? And then he goes on to reason why we can't have chosen the reject option, because then they would be equal, but the reject option is x_i+1 = x_i, not x_i+1 = x?
What's the difference between Q and T (proposal vs transition matrix)? I thought when we sample x from Q(x_i, x), we are walking on a markov chain with transition Q.
Given that there is always a possibility of rejecting a transition and staying in out state for at least one state (and presumably many), then can't we simply say that if Q is irreducible then T is aperiodic, without having to show that Q is also aperiodic?
Thank you very much on videos 18.x. After months of struggling, I finally understand the key idea of what makes MCMC to work. Especially the proof that Markov chain (Xi) has stationary distribution, put all the messy pieces into the right place in my head.
Definitely a great series! I struggled for one day and after seeing these videos I understood what MCMC is all about. I guess I was lucky to have found this series so fast. Nice work!
I am struggling to understand what is being said around 2:30 to 3:10 minute mark. First in the audio he says x_i+1 NEQ x, but in the video he writes x_i NEQ x, so which is correct, audio or video? And then he goes on to reason why we can't have chosen the reject option, because then they would be equal, but the reject option is x_i+1 = x_i, not x_i+1 = x?
Thank you. All of these videos are fantastic. I'm glad I watched them.
I am really lucky to find this series of video
Thanks a lot!!! very helpful!!!!
great video
What's the difference between Q and T (proposal vs transition matrix)? I thought when we sample x from Q(x_i, x), we are walking on a markov chain with transition Q.
We are, but T is with the added rejection part.
Great videos .Thankyou :-)
Given that there is always a possibility of rejecting a transition and staying in out state for at least one state (and presumably many), then can't we simply say that if Q is irreducible then T is aperiodic, without having to show that Q is also aperiodic?
very good explanation, thank you
Great videos for MCMC.
where are u these days?
this was great!
rather charming
You are so smart