Monte Carlo, Markov Chains, Metropolis Hastings.
numpy as np import matplotlib.pyplot as plt # Monte Carlo samples = np.random.normal(0, 1, 10000) figure, ax = plt.subplots(1,2) ax[0].hist(samples) ax[0].set_title('Histogram of 10k samples from N(0,1)') ax[1].plot(samples) ax[1].set_title('10k Random samples') plt.show() MCMC is a special type of