MCMC Robot applet

Markov chain Monte Carlo (MCMC) is a form of computer simulation that can be used to create a topographical map of a probability density surface. This applet allows you to create your own two-dimensional “landscape” composed of a mixture of bivariate normal “hills”. A metaphorical “MCMC robot” walks around on this surface, and the rules that it follows about where to step next end up causing it to spend an amount of time in any one spot that is proportional to the probability density of that spot.

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