This post is intended to replace one I made years ago. It is a summary of simple terminal commands that can be run to compile the most recent stable version of MAME, modified for saved high score support and no nag screens, in the brand new 2016 LTS release of Ubuntu, Xenial Xerus (16.04). It also installs GLSL shaders that give MAME an old-school CRT look, when running on modern LCD screens thanks to OpenGL.