An Intuitive Introduction to Metropolis-Hastings Algorithm Sampling and Diagnostics

Deployed Web-Application

GitHub Code Repository

Project Overview

(R and Shiny-based Programming Project)

The first aim of this stochastic models and simulation project is to understand the metropolis-hastings algorithm and several markov-chain-monte-carlo diagnostic methods at a more intuitive and visual level through plots that are both animated and interactive. My second aim is to present my first aim in a cohesive and compact manner to those unfamiliar with MCMC and the R-Programming Language. It is important to mention that the time-dependent nature of a markov chain and the amount of visually appealing parameters are optimal for creating animated illustrations.