Metropolis-Hastings. Propose a step. Accept with prob min(1, p(x')/p(x)). Target 20-60% acceptance. Too small = slow mixing. Too large = high rejection.
★ current • accepted ✕ rejected
MCMC Explorer - Interactive Visualization
Markov Chain Monte Carlo generates samples from a target distribution by constructing a Markov chain whose stationary distribution equals the target. Metropolis-Hastings proposes a new state from a proposal distribution and accepts with probability min(1, p(x')/p(x)). This visualization shows the 2D chain exploring a mixture of Gaussians target, with trace plots showing convergence.
Watch Metropolis-Hastings chain step through a 2D target distribution
See accepted (indigo dot) vs rejected (gray X) proposals
View trace plot: x-coordinate over time should look like white noise at convergence
See acceptance rate - too high means timid proposals, too low means wild ones
Foundation for Bayesian MCMC, NUTS sampler, and probabilistic programming
Part of the EngineersOfAI Interactive 3D - free interactive visualizations covering every major concept in machine learning and AI engineering. Hover any element for a plain-English explanation. No code required.