Interactive MCMC samplers in the browser
Two small demos that run a Markov chain Monte Carlo sampler in the browser, with the algorithm written in plain, editable MATLAB syntax running via numbl.
- Hit-and-run — uniform sampling of a 2D region.
- WALNUTS — the within-orbit adaptive leapfrog No-U-Turn Sampler, using Nawaf Bou-Rabee’s reference MATLAB code from the paper.
Open a demo, hit Run, and play the movie to step through the algorithm.
Click the Code button to open an IDE where you can edit the MATLAB syntax and rerun the sampler.
