Barkov Chain Monte Crawlo

Finally, another semester over. I’ll post my 2nd-semester reflections soon… but meanwhile, who wants to grab a drink?

If you’re in Pittsburgh this Saturday, come join me and my classmates for a pub crawl, at the South Side bars on E Carson St (around 11th to 22nd St). We plan to start at The Library (2302 East Carson St) around 5:30 or 6pm, and go from there. If you come later, I’ll try to update our location here or on Twitter with hashtag #statbeer.

The plan:

Although I can’t claim originality (a web search turns up this), I believe I came up with this independently: I propose using Markov Chain Monte Carlo (MCMC) to stage a bar crawl and/or using the bar crawl metaphor to explain MCMC.

The MCMC Bar Crawl* (a.k.a. Barkov Chain Monte Crawlo) is simple:

  1. We randomly propose a nearby bar to visit
  2. We vote: how many people like that bar better than where we are now?
  3. If it’s not unanimous, roll a die to see whether we stay here or move there
  4. Have a drink and repeat

* (Basically a Metropolis sampler from the multinomial distribution on our bar preferences.)

Update: this was a success and we’ll do it again. See also SMBC’s Bayesian Drinking Game.

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