Metropolis - Hastings : Data Science Concepts

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  • Опубликовано: 12 июл 2024
  • The most famous MCMC method: Metropolis - Hastings. Made simple.
    Intro MCMC Video: • Markov Chain Monte Car...

Комментарии • 210

  • @dzmitrykoniukhau1362
    @dzmitrykoniukhau1362 2 года назад +91

    Guys, realize for a sec how cool is that we are living in the time of the Internet.
    I got a topic for my seminar (Monte Carlo samplings) where I need to elaborate the topic of Metropolis - Hastings sampling among others. So I started to read the book my prof recommended me, couldn't understand a sh*t so I am going to RUclips, searching for the corresponding videos, finding this one and understand EVERYTHING. 30 years ago I would have to go to the library and ask there another book and spent there ages until I'll understand it. Now it is simple as that!
    Bro, thank you sooo much for the way you are explaining the stuff! Those parts with the toy examples and the intuition behind it are so helpful!
    This is not the first time you are saving my ass!!!
    From Belarus with Love!

  • @ericpenarium
    @ericpenarium 3 года назад +84

    This is seriously next level teaching. I’ve never heard such a clear explanation of M-H before! Amazing job.

  • @michaelzumpano7318
    @michaelzumpano7318 3 года назад +120

    This is a topic that has a lot of layers, but you did a great job of taking it apart and putting it back together! You’re a great teacher.

  • @edwardmartin100
    @edwardmartin100 3 года назад +15

    Awesome. The last five minutes on intuition is especially good

  • @MrTSkV
    @MrTSkV 3 года назад +61

    This is an impressive alloy of math and intuition behind it - not something you get to see very often in short educational videos like this, because it's really REALLY hard to do. But you sir are one of the few exceptions. Bravo! Please never stop.
    I'm sorry for my English, just wanted to say how impressed I am. Have a good one!

    • @ritvikmath
      @ritvikmath  3 года назад +11

      thanks for the kind words! Also, I really like how you used the word "alloy"; I'm going to start using that :)

  • @bretasopik
    @bretasopik 8 месяцев назад +1

    Amazing explanation! I usually do not comment on RUclips but here I make an exception. Good job!

  • @letranthu5165
    @letranthu5165 3 года назад +1

    The series of your videos is indeed amazing! Thank you so so much!

  • @jacoblink4380
    @jacoblink4380 Год назад

    Mate, this is the most amazing and clear content re MCMC ive yet seen. incredible. thank you so much!

  • @crazyjerry543
    @crazyjerry543 3 года назад +3

    You definitely deserve more exposure!! Thanks a lot for these great explanations:)

  • @bassoonatic777
    @bassoonatic777 3 года назад

    Fantastic job. This is the best explanation and description of MH that I've ever heard.

  • @shutonggu5478
    @shutonggu5478 6 месяцев назад +2

    I have tried to understand what hacks the relationship between MC and posterior probability is for the whole day; but after looking at your video, just in 20 min, I understand it. The teaching is so clear and easy to understand! Very high-quality teaching!

  • @skua-se1bp
    @skua-se1bp 2 года назад +2

    You did a fantastic job by explaining so many things within 20 minutes and with no jargon!

  • @Anzah1
    @Anzah1 2 года назад +3

    Landed here after watching a couple of videos on M-H, and none of them were remotely as clear as your explanation! and your explanation made me really appreciate the intuitive simplicity and beauty of the math. Great work! Really wish I had a teacher like you during my bachelors :D

  • @JayleeWu
    @JayleeWu Год назад +3

    Hey there! Just would like to thank you for all these wonderful high-quality work you've made and shared with us. I've seen bunch of different versions of videos covering similar topics, but yours is definitely my favorite so far! Great pace control, clear explanation and wonderful teaching style. Well done man. Please keep it up! cheers! 💪👏🙏

  • @user-hx7is4li3j
    @user-hx7is4li3j 6 месяцев назад

    I watched a lot of videos for this topic and at around 15:51 thanks to your intution it flipped the switch in me and finally the reason behind all of this makes sense - feels good. Thank you so much!

  • @jaytimbadia2191
    @jaytimbadia2191 2 года назад +4

    So clearly explained. After so many years, I finally understood this. Thank you so much! It would be really great if you can explain on how we can differentiate on samplings!

  • @leoware9319
    @leoware9319 2 года назад +1

    This is so great. Best video I have found on this topic by far.

  • @i-fanlin568
    @i-fanlin568 2 года назад +3

    Your explanation of the proposal density is the best I ever found! Thank you so much for your sharing!

  • @learn5081
    @learn5081 3 года назад +2

    This is extremely helpful! Thank you so much!! Also I appreciate your sharing your own experience learning this!

  • @gamalieliissacnyambacha3029
    @gamalieliissacnyambacha3029 7 месяцев назад

    You clarify complex concepts to make them easier to understand; this will significantly help me in my Advanced Workbook assignment, thanks.

  • @Feschmesser2
    @Feschmesser2 2 года назад +3

    Awesome explanation, best resource i have found to really understand the intuition behind MH. Thank for your effort!

  • @GamerHDNL
    @GamerHDNL Год назад

    Truly increadible clarity, thank you very much!

  • @yianqian3709
    @yianqian3709 2 года назад

    Thank you so much!! This is the clearest explanation of MH I have ever seen.

  • @taotaotan5671
    @taotaotan5671 3 года назад +1

    Your channel is super helpful. I finally understand MCMC and successfully programmed!

  • @raphaelbaur4335
    @raphaelbaur4335 2 года назад +4

    Amazing, deserves more views and could easily replace many of the lectures on MH out there!

  • @sararay6263
    @sararay6263 2 года назад

    Great job Ritvik..such a cool explanation..love it!! Keep up the good work. Cheers!!

  • @bankayxy00
    @bankayxy00 Год назад

    Came here thinking I understood Metropolis-Hastings, enriched myself with doubts during the lecture, wrapped everything up with you at the end. I'm now leaving with a more full understanding. You are an amazing teacher!

  • @vickylim3213
    @vickylim3213 7 месяцев назад

    You did make the person who doesn’t have english as mother tongue understand the topic!! You have so much talent at teaching! Great job!

  • @xuxizhi6494
    @xuxizhi6494 4 месяца назад

    Very clear explaination! Specifically, I love the intuition part at the end so much. Thanks for your excellent work!

  • @diomerda111
    @diomerda111 2 года назад

    man, you are so gifted as a teacher, keep up the good work :)

  • @user-nf6jl9cg1t
    @user-nf6jl9cg1t 10 месяцев назад

    In my statistics course they first presented the markov chain and then proved that its stationary distribution is the one we are looking for which was very confusing. What helped me a lot in this video is that you showed the derivation of the chain. Thanks for the great explanation and intuition at the end!

  • @timlonsdale
    @timlonsdale 2 года назад

    I'm binging your videos. God tier teaching!

  • @MegaNightdude
    @MegaNightdude 3 года назад +1

    You're a saint. Thanks to people like you, the world has a chance.

  • @arianova5312
    @arianova5312 Год назад

    Great video, the intuition part is amazing. Thanks!

  • @tannys
    @tannys 3 года назад +1

    best video on MH. you make a great teacher!

  • @cynthpielin7334
    @cynthpielin7334 2 года назад

    Thank you! Really amazing lesson. I really appreciate the intuition part at the end!

  • @ZinzinsIA
    @ZinzinsIA Год назад

    Very very clear summary of MH algorithm with explanation of every step. Really great and helpful work, thanks a lot !

  • @sxz452
    @sxz452 Год назад

    The best explanation of Metropolis Hastings on the internet.

  • @aarontan5748
    @aarontan5748 Год назад

    Watched two years ago, when I was a undergrad. Now I came back watched it again and again when I am grad. Great video!

  • @Zooooooombie
    @Zooooooombie Год назад

    This succeeded for me where all other videos failed.. great explanation!

  • @pxz3900
    @pxz3900 Год назад

    Absolutely best math teacher on this planet. Everytime I am searching for a math concept , if there's a video by ritvikmath, I know I am saved.

  • @AnganMitra007
    @AnganMitra007 2 года назад

    Great presentation and thanks for the intuition!

  • @leieiei14
    @leieiei14 3 года назад

    I found this video very helpful after I got confused in my course. Thank you very much!

  • @NuclearSpinach
    @NuclearSpinach Год назад +1

    Wrapping up a statistics PhD and I still come back to this video every few months to re-calibrate my intuition

  • @paintednow
    @paintednow 2 года назад +1

    Man, this is the best presentation of Metropolis-Hastings I have seen, yet. Respect - keep up the good work!

  • @rikki146
    @rikki146 Год назад

    Your explanation is next level. Thank you very much!

  • @michaelrainer7487
    @michaelrainer7487 2 года назад

    Ritvikmath is the only person who was able to finally explain Bayes to me. By far the best explanation I have ever seen. A+

  • @thienle4434
    @thienle4434 2 года назад +1

    Wonderful job Ritvik. Thank you.

  • @emmanuelsansusthytardio5835
    @emmanuelsansusthytardio5835 Год назад

    Wonderful explanation! Thank you so much!

  • @user-zg9ng9ij8o
    @user-zg9ng9ij8o Год назад

    Thanks for your explanations!! Very useful and clear to help the understanding!!

  • @rishi71095
    @rishi71095 Год назад +1

    The first thing I do now when I don't understand a concept is to see if you have a video on it. You make the best videos on the most complicated topics and make them so easy to understand. Simply the best! Thank you for your efforts!

    • @Yesuuh
      @Yesuuh Год назад +1

      i agree veeray... this guy has the magic touch!

    • @rishi71095
      @rishi71095 Год назад +1

      Haha absolutely! 😁

  • @juanvillegas5580
    @juanvillegas5580 Год назад

    Wow this was such a nice explanation, kudos!

  • @elenapatsalou9229
    @elenapatsalou9229 Год назад

    You are great!!! keep going, finally, I understood the metropolis hastings algorithm idea xD

  • @rebeccalynch6315
    @rebeccalynch6315 3 года назад +2

    seriously you are saving me for upcoming exams
    thank you!

  • @moimonalisa5129
    @moimonalisa5129 2 года назад

    Thank you for the video. Every math is based on intuition and you give it back when I'm about to loose mine. I paused a while and put attention on the max, then I was surprised when it suddenly changed to min. LOL..

  • @HetirasDzn
    @HetirasDzn 3 года назад

    Thank you for the intuitive explanation.

  • @fengjeremy7878
    @fengjeremy7878 Год назад

    The explanation of ituition is great!

  • @AlexanderNeblett
    @AlexanderNeblett 2 дня назад

    Amazing explanation! Thank you.

  • @proxyme3628
    @proxyme3628 Год назад +1

    Great video and explanation. Wish those articles and videos dumping math formulas watch this video and learn now to explain.

  • @haresh5_5
    @haresh5_5 2 месяца назад

    simply amazing

  • @vasanthakumarg4538
    @vasanthakumarg4538 Год назад

    Great work!

  • @ginnyli2913
    @ginnyli2913 2 года назад +2

    Noticed your change from MAX to MIN at around 10:23. HAHAHAH, great move!

  • @xingyihu9948
    @xingyihu9948 2 года назад

    Thank you so much you explanation is the best!

  • @jackcashman1190
    @jackcashman1190 2 месяца назад

    Incredible explanation.

  • @MultiCraftTube
    @MultiCraftTube 3 года назад

    Thank you for this great explanation!

  • @duynguyen4154
    @duynguyen4154 2 года назад

    Wow, it's clear the best tutorial for me. Thanks

  • @pavanpatel5050
    @pavanpatel5050 2 года назад

    Amazing explanation! MH was magic to me until I watched this! Thank you 🙏

  • @itspulcio
    @itspulcio 2 года назад +1

    Love this explenation!

  • @robertbarta2793
    @robertbarta2793 Год назад

    Unbelievable well explained! Thx!

  • @ingenierocivilizado728
    @ingenierocivilizado728 Год назад

    Very well explained! Thank you so much!

    • @cao2106
      @cao2106 Год назад

      Do you have any python code that uses MCMC to predict closing prices? Can I have it, thanks

  • @claudiodicarlo2094
    @claudiodicarlo2094 2 года назад

    insane quality video

  • @tianlongwang7238
    @tianlongwang7238 Год назад

    hihi thanks for the video, i paused before 10:23 and working on the intuition of this, then i realize it shoud not be max of the two, and then i drag the bar and found you secretly change max to min. But the explanation is perfect and helped a lot!!!

  • @chunchen3450
    @chunchen3450 3 года назад

    Excellent video! Thank you very much

  • @alexmonfis9305
    @alexmonfis9305 2 года назад

    I'm doing a master on data science and you are saving me on bayesian stats! Thanks

  • @andreaskrmmerbagge8831
    @andreaskrmmerbagge8831 2 месяца назад

    Super well explained!

  • @pan19682
    @pan19682 2 года назад

    it is a very amazing lecture. you are really a very good gifted teacher. pls make more videos go on educating us

  • @weizhiyang6873
    @weizhiyang6873 3 года назад

    Love it! Thank you!

  • @bryan_truong
    @bryan_truong 3 года назад

    You sir are a legend. Thanks so much!

  • @kyzhang248
    @kyzhang248 3 года назад

    Thank you! It's a wonderful video

  • @polares01
    @polares01 3 года назад

    I love you man, thank you so much

  • @fraserrennie
    @fraserrennie Год назад

    Outstanding video

  • @stefanocarini8117
    @stefanocarini8117 3 месяца назад

    Crystal clear! Thank you! :)

    • @ritvikmath
      @ritvikmath  3 месяца назад

      Glad it was helpful!

  • @jiadong7873
    @jiadong7873 2 года назад

    this is an amzing video!

  • @iskandarzulkifly4067
    @iskandarzulkifly4067 3 года назад +1

    this is an amazing content !!

  • @yukachuenkarenyu2862
    @yukachuenkarenyu2862 7 месяцев назад

    Thank you so so much that I finally understand metropolis hasting.🎉

  • @talespereira6553
    @talespereira6553 Год назад

    This video was perfect! so clear!

  • @omarfaroukzouak8089
    @omarfaroukzouak8089 5 месяцев назад

    Thank you so much! That is truly helpful!

    • @ritvikmath
      @ritvikmath  5 месяцев назад +1

      You're so welcome!

  • @chainonsmanquants1630
    @chainonsmanquants1630 3 года назад

    Thanks. This was an amazing lesson !

  • @michid8188
    @michid8188 2 года назад

    Great video!

  • @DanyCywiak
    @DanyCywiak 2 месяца назад

    Amazing and super helpful video! 👏🏻👏🏻

    • @ritvikmath
      @ritvikmath  2 месяца назад

      Glad it was helpful!

  • @SophieStardollCT
    @SophieStardollCT 6 месяцев назад

    This is awesome, thank you

    • @ritvikmath
      @ritvikmath  6 месяцев назад

      You're very welcome!

  • @sachinkshajil
    @sachinkshajil 3 года назад +1

    Thank you, so very much for this video. It is very very helpful.

  • @sergiogomesjunior5515
    @sergiogomesjunior5515 3 года назад

    Great explanation!

  • @evgeniiabarabash3121
    @evgeniiabarabash3121 2 года назад

    Great video! Subscribed

  • @xinzhou4360
    @xinzhou4360 2 года назад

    Kindly remind, there is a typo that the MAX(1, r_{f}r_{g}) should be MIN(1, r_{f}r_{g}). Many thanks, Ritvik, your video helped me a lot.

  • @AAAE2013
    @AAAE2013 2 года назад

    WELL DONE !!

  • @user-cr3rq9sg1s
    @user-cr3rq9sg1s 2 года назад

    really appreciate!!!

  • @moeinpoi
    @moeinpoi 2 года назад

    Wish there was a triple-like button. Perfect explanation. Thanks a lot!

  • @baomao139
    @baomao139 3 года назад

    Very cool intuition explanation! I learnt that back to College but only managed to memorize the formula T_T

  • @weivon9878
    @weivon9878 2 года назад

    nice job!!