MCMC Sampling
Target: Correlated Gaussian · μ=(0,0) · σ=(1.5,1.0) · ρ=0.6
Metropolis-Hastings
▶ Run
⏭ Step
↺ Reset
SPEED
Samples:
0
Accept:
—
Hamiltonian MC
▶ Run
⏭ Step
↺ Reset
SPEED
Samples:
0
Accept:
—
MH: random walk proposal — accept/reject via likelihood ratio
HMC: gradient-guided leapfrog trajectory — efficient exploration
Red trail = rejected proposal