Markov Chain Monte Carlo (MCMC) - Explained

Video Description

Monte Carlo Markov Chains (MCMC) are a powerful method in probability, statistics, and machine learning for sampling from complex distributions. In this video, we explain MCMC step by step with visuals—covering probability distributions, Markov chains, Monte Carlo methods, burn-in periods, and stationary distributions. *Related Videos* ▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬ Bayesian Optimization: https://youtu.be/Kq6_kzlwSUQ Hyperparameters Tuning: Grid Search vs Random Search: https://youtu.be/G-fXV-o9QV8 The Kernel Trick: https://youtu.be/N_RQj4OL1mg Cross-Entropy - Explained: https://youtu.be/Fv98vtitmiA Dropout - Explained: https://youtu.be/FDF_Q3_98GQ Overfitting vs Underfitting: https://youtu.be/B9rhzg6_LLw Why Models Overfit and Underfit - The Bias Variance Trade-off: https://youtu.be/5mbX6ITznHk Least Squares vs Maximum Likelihood: https://youtu.be/WCP98USBZ0w XGBoost Explained in Under 3 Minutes: https://youtu.be/33fGfuleXw0 *Contents* ▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬ 00:00 - Intro 01:07 - Accept-reject sampling 01:47 - Key insight 02:30 - Markov Chain 03:08 - Monte Carlo 03:57 - The Stationary Distribution Trick 04:45 - MCMC in Action 05:40 - Burn-in Period 06:43 - Mathematical Foundation 05:40 - Burn-in Period 07:25 - Outro *Follow Me* ▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬ 🐦 Twitter: @datamlistic https://twitter.com/datamlistic 📸 Instagram: @datamlistic https://www.instagram.com/datamlistic 📱 TikTok: @datamlistic https://www.tiktok.com/@datamlistic 👔 Linkedin: https://www.linkedin.com/company/datamlistic *Channel Support* ▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬ The best way to support the channel is to share the content. ;) If you'd like to also support the channel financially, donating the price of a coffee is always warmly welcomed! (completely optional and voluntary) ► Patreon: https://www.patreon.com/datamlistic ► Bitcoin (BTC): 3C6Pkzyb5CjAUYrJxmpCaaNPVRgRVxxyTq ► Ethereum (ETH): 0x9Ac4eB94386C3e02b96599C05B7a8C71773c9281 ► Cardano (ADA): addr1v95rfxlslfzkvd8sr3exkh7st4qmgj4ywf5zcaxgqgdyunsj5juw5 ► Tether (USDT): 0xeC261d9b2EE4B6997a6a424067af165BAA4afE1a #bayestheorem #probability #statistics #machinelearning #datascience