MCMC Lab.

MCMC Lab is an interactive web application that visualizes how various Markov Chain Monte Carlo (MCMC) algorithms explore probability distributions.

Here are the features for this project:

• Algorithms Implemented:
  • Random Walk Metropolis (RWM)
  • Independent Metropolis-Hastings
  • Slice Sampling
  • Elliptical Slice Sampling
  • Hit-and-Run Sampler
  • Hamiltonian Monte Carlo (HMC)
• Target Distributions: Gaussian, Bimodal Mixture, Donut, and Banana (Rosenbrock).
• Real-time Visualization: Watch chains evolve step-by-step on a heatmap of the target density.
• Interactive Tuning: Adjust step sizes, leapfrog steps, and speed/epsilon on the fly.