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 KZfaq, 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!
@ericpenarium3 жыл бұрын
This is seriously next level teaching. I’ve never heard such a clear explanation of M-H before! Amazing job.
@ritvikmath3 жыл бұрын
Thanks!
@michaelzumpano73183 жыл бұрын
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.
@ritvikmath3 жыл бұрын
Thank you so much!
@MrTSkV3 жыл бұрын
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!
@ritvikmath3 жыл бұрын
thanks for the kind words! Also, I really like how you used the word "alloy"; I'm going to start using that :)
@edwardmartin1003 жыл бұрын
Awesome. The last five minutes on intuition is especially good
@shutonggu54787 ай бұрын
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!
@bretasopik9 ай бұрын
Amazing explanation! I usually do not comment on KZfaq but here I make an exception. Good job!
@vickylim32138 ай бұрын
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!
@skua-se1bp2 жыл бұрын
You did a fantastic job by explaining so many things within 20 minutes and with no jargon!
@i-fanlin5682 жыл бұрын
Your explanation of the proposal density is the best I ever found! Thank you so much for your sharing!
@ritvikmath2 жыл бұрын
Thanks!
@Anzah12 жыл бұрын
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 Жыл бұрын
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! 💪👏🙏
@ritvikmath Жыл бұрын
thanks so much!!
@jaytimbadia21912 жыл бұрын
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!
@rishi71095 Жыл бұрын
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 Жыл бұрын
i agree veeray... this guy has the magic touch!
@rishi71095 Жыл бұрын
Haha absolutely! 😁
@bankayxy00 Жыл бұрын
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!
@NuclearSpinach Жыл бұрын
Wrapping up a statistics PhD and I still come back to this video every few months to re-calibrate my intuition
@sxz452 Жыл бұрын
The best explanation of Metropolis Hastings on the internet.
@ritvikmath Жыл бұрын
Dang thanks!
@Zooooooombie2 жыл бұрын
This succeeded for me where all other videos failed.. great explanation!
@gamalieliissacnyambacha30299 ай бұрын
You clarify complex concepts to make them easier to understand; this will significantly help me in my Advanced Workbook assignment, thanks.
@raphaelbaur43353 жыл бұрын
Amazing, deserves more views and could easily replace many of the lectures on MH out there!
@ritvikmath3 жыл бұрын
thanks!
@xuxizhi64946 ай бұрын
Very clear explaination! Specifically, I love the intuition part at the end so much. Thanks for your excellent work!
@ritvikmath6 ай бұрын
You're so welcome!
@Feschmesser22 жыл бұрын
Awesome explanation, best resource i have found to really understand the intuition behind MH. Thank for your effort!
@ritvikmath2 жыл бұрын
Glad it was helpful!
@aarontan5748 Жыл бұрын
Watched two years ago, when I was a undergrad. Now I came back watched it again and again when I am grad. Great video!
@MegaNightdude3 жыл бұрын
You're a saint. Thanks to people like you, the world has a chance.
@ritvikmath3 жыл бұрын
aw thanks!
@user-hx7is4li3j7 ай бұрын
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!
@user-nf6jl9cg1t11 ай бұрын
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!
@pxz3900 Жыл бұрын
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.
@rebeccalynch63153 жыл бұрын
seriously you are saving me for upcoming exams thank you!
@ritvikmath3 жыл бұрын
of course!
@moimonalisa51292 жыл бұрын
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..
@xinzhou43602 жыл бұрын
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.
@proxyme3628 Жыл бұрын
Great video and explanation. Wish those articles and videos dumping math formulas watch this video and learn now to explain.
@crazyjerry5433 жыл бұрын
You definitely deserve more exposure!! Thanks a lot for these great explanations:)
@michaelrainer74872 жыл бұрын
Ritvikmath is the only person who was able to finally explain Bayes to me. By far the best explanation I have ever seen. A+
@jacoblink4380 Жыл бұрын
Mate, this is the most amazing and clear content re MCMC ive yet seen. incredible. thank you so much!
@leoware93192 жыл бұрын
This is so great. Best video I have found on this topic by far.
@ginnyli29132 жыл бұрын
Noticed your change from MAX to MIN at around 10:23. HAHAHAH, great move!
@letranthu51653 жыл бұрын
The series of your videos is indeed amazing! Thank you so so much!
@taotaotan56713 жыл бұрын
Your channel is super helpful. I finally understand MCMC and successfully programmed!
@ritvikmath3 жыл бұрын
Great to hear!
@bassoonatic7773 жыл бұрын
Fantastic job. This is the best explanation and description of MH that I've ever heard.
@ZinzinsIA Жыл бұрын
Very very clear summary of MH algorithm with explanation of every step. Really great and helpful work, thanks a lot !
@ritvikmath Жыл бұрын
Glad it was helpful!
@learn50813 жыл бұрын
This is extremely helpful! Thank you so much!! Also I appreciate your sharing your own experience learning this!
@fengjeremy7878 Жыл бұрын
The explanation of ituition is great!
@arianova5312 Жыл бұрын
Great video, the intuition part is amazing. Thanks!
@thienle44343 жыл бұрын
Wonderful job Ritvik. Thank you.
@ritvikmath3 жыл бұрын
Thanks!!
@tianlongwang7238 Жыл бұрын
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!!!
@GamerHDNL Жыл бұрын
Truly increadible clarity, thank you very much!
@yianqian37092 жыл бұрын
Thank you so much!! This is the clearest explanation of MH I have ever seen.
@rikki146 Жыл бұрын
Your explanation is next level. Thank you very much!
@ritvikmath Жыл бұрын
You're very welcome!
@moeinpoi2 жыл бұрын
Wish there was a triple-like button. Perfect explanation. Thanks a lot!
@paintednow2 жыл бұрын
Man, this is the best presentation of Metropolis-Hastings I have seen, yet. Respect - keep up the good work!
@tannys3 жыл бұрын
best video on MH. you make a great teacher!
@yukachuenkarenyu28628 ай бұрын
Thank you so so much that I finally understand metropolis hasting.🎉
@ritvikmath8 ай бұрын
I'm so glad!
@abhijitchoudhary01 Жыл бұрын
Look where you are currently at, look where you have been proposed to go. If the place where you have been proposed to go is of higher probability then you better go there. 👏👏❣
@leieiei143 жыл бұрын
I found this video very helpful after I got confused in my course. Thank you very much!
@sararay62632 жыл бұрын
Great job Ritvik..such a cool explanation..love it!! Keep up the good work. Cheers!!
@elenapatsalou9229 Жыл бұрын
You are great!!! keep going, finally, I understood the metropolis hastings algorithm idea xD
@AlexanderNeblettАй бұрын
Amazing explanation! Thank you.
@timlonsdale2 жыл бұрын
I'm binging your videos. God tier teaching!
@itspulcio2 жыл бұрын
Love this explenation!
@jackcashman11903 ай бұрын
Incredible explanation.
@user-zg9ng9ij8o Жыл бұрын
Thanks for your explanations!! Very useful and clear to help the understanding!!
@ritvikmath Жыл бұрын
Glad it was helpful!
@diomerda1112 жыл бұрын
man, you are so gifted as a teacher, keep up the good work :)
@matthewkumar77563 жыл бұрын
This is the best explanation I've came across this. I've been trying to build the intuition outside of the math. In implementing this, say through a computer simulation, I frequently see that if the acceptance probability is between 0 and 1, it's compared to a random draw of the uniform distribution. I'm missing a link in the intuition/math about this component specifically. Can you elaborate a bit more? I kind of get it, but kind of don't. Looking forward to checking out the rest of your videos!
@ritvikmath3 жыл бұрын
that's actually a tricky concept to grasp; it took me some time too. Pretend the acceptance probability is 0.1. That means we want to accept this event 10% of the time and reject it 90% of the time. Now suppose we generate some uniform random number u between 0 and 1. Consider the two cases: 1) u < 0.1 : this happens with probability exactly 10% (since it came from a uniform random distribution) 2) u >= 0.1 : this happens with probability exactly 90% (since it came from a uniform random distribution) So we can exactly use the value of u to decide whether to accept or reject.
@matthewkumar77563 жыл бұрын
@@ritvikmath What you describe above makes that step in the implementation so much more clear! Thanks for circling back to this (and so quickly), I really appreciate it.
@pradyumnadas62653 жыл бұрын
@@ritvikmath Why not sample from a binomial distribution with p = 0.1?
@alexmonfis93052 жыл бұрын
I'm doing a master on data science and you are saving me on bayesian stats! Thanks
@AnganMitra0072 жыл бұрын
Great presentation and thanks for the intuition!
@emmanuelsansusthytardio5835 Жыл бұрын
Wonderful explanation! Thank you so much!
@pavanpatel50502 жыл бұрын
Amazing explanation! MH was magic to me until I watched this! Thank you 🙏
@hannahnelson4569Ай бұрын
I learned something! Very good video!
@DanyCywiak3 ай бұрын
Amazing and super helpful video! 👏🏻👏🏻
@ritvikmath3 ай бұрын
Glad it was helpful!
@zcqin3 ай бұрын
That is a great video, just one mistake on the whiteboard, though the idea is the same: the Max() function should be the Min() function.
@haresh5_54 ай бұрын
simply amazing
@bhardwajsatyam10 ай бұрын
If only I had this video 2 years before it was published.
@isaacadjetey9618 Жыл бұрын
Yes , I was wondering why you had max instead of min at start. But you made the correction. Thanks
@ritvikmath Жыл бұрын
You're welcome!
@claudiodicarlo20942 жыл бұрын
insane quality video
@cynthpielin73342 жыл бұрын
Thank you! Really amazing lesson. I really appreciate the intuition part at the end!
@stefanocarini81175 ай бұрын
Crystal clear! Thank you! :)
@ritvikmath5 ай бұрын
Glad it was helpful!
@juanvillegas5580 Жыл бұрын
Wow this was such a nice explanation, kudos!
@ingenierocivilizado728 Жыл бұрын
Very well explained! Thank you so much!
@cao2106 Жыл бұрын
Do you have any python code that uses MCMC to predict closing prices? Can I have it, thanks
@liorbenharosh3 жыл бұрын
hey man I love watching your videos I learn a lot from each one of them. I have noticed that I'm more likely to watch the video if the thumbnail contains you. Black background is probably not good as well. Just wanted to share it with you, maybe you should change the thumbnail format. The format of the videos themselves is really nice in my opinion, no need for change there.
@ritvikmath3 жыл бұрын
thank you for the feedback! I've been experimenting with different styles and direct feedback like this means so much!
@andreaskrmmerbagge88313 ай бұрын
Super well explained!
@omarfaroukzouak80897 ай бұрын
Thank you so much! That is truly helpful!
@ritvikmath7 ай бұрын
You're so welcome!
@ericxu79092 жыл бұрын
after watching this for a third time i finally got it
@javadvahedi6278 Жыл бұрын
First of all many thanks for the nice and useful content and teaching approach. Secondly, could you introduce any textbook related your video series on Montecarlo calro, Markov chain,..., thanks in advance
@HetirasDzn3 жыл бұрын
Thank you for the intuitive explanation.
@robertbarta2793 Жыл бұрын
Unbelievable well explained! Thx!
@pan196822 жыл бұрын
it is a very amazing lecture. you are really a very good gifted teacher. pls make more videos go on educating us
@noncsanАй бұрын
Hi, very amazing explanation! Do you have an intuition behind how the Hastings factor (rg in your video) works in case of the proposal distribution is asymmetric?
@xingyihu99482 жыл бұрын
Thank you so much you explanation is the best!
@CossZt65 ай бұрын
A question about the unnormalized distribution f(x): In a practical situation can f(x) consist of empirical data, for example, formulated as a histogram of occurrences of some quantity?
@SophieStardollCT8 ай бұрын
This is awesome, thank you
@ritvikmath8 ай бұрын
You're very welcome!
@josephokonofua42892 жыл бұрын
thank you
@talespereira6553 Жыл бұрын
This video was perfect! so clear!
@talespereira6553 Жыл бұрын
and this is such an amazing method!!
@sachinkshajil3 жыл бұрын
Thank you, so very much for this video. It is very very helpful.
@ritvikmath3 жыл бұрын
of course!
@xiaozhouzhu99333 жыл бұрын
Great video! Is Gibbs Sampling next?
@ritvikmath3 жыл бұрын
Yes! Coming out later today
@polares013 жыл бұрын
I love you man, thank you so much
@dz79679 ай бұрын
Nice video! One question: would we risk getting stuck at one of the higher-density areas when there are several peaks in p(x)
@daweizhou91983 жыл бұрын
Come to my university. You did a much better job than my prof.