Metropolis and Metropolis-Hastings
Let’s start with a toy problem of a multivariate normal distribution of \(X\) and \(Y\), where \[
\left[
\begin{aligned}
X \\ Y
\end{aligned}\right]\sim N\left(\left[\begin{aligned}
\mu_X \\ \mu_Y
\end{aligned}\right],\Sigma\right)
\\
\Sigma \sim…
