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[D] Why would anyone use Metropolis-Hastings?

#artificialintelligenceJul-31-2020, 14:02:47 GMT

The replies to date make sense to me mathematically, but I don't understand the situations where this is needed. Is there a simple example where this comes up, at the level of'you are figuring out a dice game' or card game? I can't seem to get an intuitive feel for it. Book and pages that I have read discuss the algorithms (Gibbs sampling, MCMC, Metropolis-hastings, etc.) but not concrete cases for their need. Edit: thank you for the examples, they help clarify.

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