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While the math is complex, the algorithms are not necessarily. In its simplest form, MCMC sampling can be implemented in 10 lines of code (Metropolis-Hastings
by tmalsburg2 8y ago
While the math is complex, the algorithms are not necessarily. In its simplest form, MCMC sampling can be implemented in 10 lines of code (Metropolis-Hastings algorithm) -- an exercise that I recommend to everyone who's interested in the topic.
- blt 8y agoYeah I've noticed that pattern when I implement numerical algorithms by hand. A lot of the time they're pretty simple. But you need the analysis to be confident that it will work. A point in favor of formal CS / applied math :)