# Monthly Archives: October 2013

## Understanding the Metropolis Hasting algorithm - A tutorial

The Problem Say you want to evaluate the expectation of a function over a random variable $E[f(x)] = \int p(x)f(x)dx$, or perhaps find the max of a probability distribution, typically the posterior, $\arg \max p(x|y)$, where calculating the derivate is intractable since it depends on some feature that comes from some algorithm or some unknown […]