Bernoulli-Laplace The Bernoulli-Laplace model of diffusion describes the flow of two incompressible liquids between two containers. It may be described as two urns that contain balls each. Initially, the balls in the left urn are all red and the balls in the right urn are all blue. At each step, pick a ball at random… Continue reading Bernoulli-Laplace Model of Diffusion
Category: MCMC
Metropolis-Hastings
Metropolis-Hastings Algorithm History of Metropolis-Hastings One of, if not the most, popular Markov chain Monte Carlo (MCMC) methods is the famous Metropolis-Hastings algorithm. Metropolis-Hastings has its roots grounded in statistical mechanics, and was originally used to calculate the equation of state for simple Lennard-Jones particles in two dimensions. The nature of statistical mechanics produces problems… Continue reading Metropolis-Hastings