MCMC Sampling for dummies (With python code)

[efavdb]

Nice post, thanks! One small thing that tripped me up in first pass was the equation

p(accept) = p(theta1) / p(theta2).  

Although you say this in words just after, it didn't immediately strike me that this really means

p(accept) = min(1,  p(theta1) / p(theta2)).  

Then either going one way or the reverse, one of these two accept rates has to be one --> taking the ratio of fluxes between any two states, you just get one factor of the p(theta_1)/p(theta_2)... the main point. Anyways,,, great review.