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deadend of the day [no filter]
Posted in pictures, Travel with tags California, climate change, drought, forest fires, getty images, global warming, Kalama, Oregon, sunset, The Guardian, Washington State on September 11, 2020 by xi'anMetropolis in 95 characters
Posted in pictures, R, Statistics, Travel with tags 80th parallel North, clouds, codegolf, Gaussian random walk, Metropolis-Hastings algorithm, R, recursive function, sunset, Vancouver on January 2, 2020 by xi'anHere is an R function that produces a Metropolis-Hastings sample for the univariate log-target f when the later is defined outside as another function. And when using a Gaussian random walk with scale one as proposal. (Inspired from a X validated question.)
m<-function(T,y=rnorm(1))ifelse(rep(T>1,T), c(y*{f({z<-m(T-1)}[1])-f(y+z[1])<rexp(1)}+z[1],z),y)
The function is definitely not optimal, crashes for values of T larger than 580 (unless one modifies the stack size), and operates the most basic version of a Metropolis-Hastings algorithm. But as a codegolf challenge (on a late plane ride), this was a fun exercise.