Some Suggestions reagrding MCMC

Hey Arthur,

1. The proof of correctness is essential for any MCMC algorithm, as it is the core proof behind why the law of large numbers can be applied. Generally, any variant (new) MCMC algorithm must be accompanied by such a proof. I'm just showing the basic idea behind why Metropolis-Hastings is correct.

2. Sure. Although there really isn't any, other than just using what densities are available to you.

3. That is more suited as a "problems" section for basic Monte Carlo methods, like rejection sampling. But let's see if I can add some more intuition.

Thanks for the feedback,

Ricky