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Metropolis–Hastings algorithm

In statistics and statistical physics, the Metropolis–Hastings algorithm is a Markov chain Monte Carlo (MCMC) method for obtaining a sequence of random samples from a probability distribution from which direct sampling is difficult. New samples are added to the sequence in two steps: first a new sample is proposed based on the previous sample, then the…

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Description

Formal derivation

Use in numerical integration

Step-by-step instructions

Bayesian inference

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Metropolis–Hastings algorithm

Nodes61
Edges60
Triples23
Avg. degree1.97
Density0.032787
Components1

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Metropolis–Hastings algorithm

Top relations

related to Description · 8
Metropolis–Hastings algorithm → Hastings, Markov, Metropolis, Specifically, The, The Metropolis, Then, These
related to Formal derivation · 6
Metropolis–Hastings algorithm → Hastings, It, Markov, Metropolis, The, To
related to Step-by-step instructions · 4
Metropolis–Hastings algorithm → Hastings, Metropolis, Suppose, To
related to Use in numerical integration · 4
Metropolis–Hastings algorithm → Hastings, Metropolis, Omega, Specifically
is a · 1
Metropolis–Hastings algorithm → Markov chain Monte Carlo

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Important terminology

displaystyle distribution algorithm metropolis sample samples probability hastings density x' number state mid proposal acceptance used sampling set new candidate

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SubjectPredicateObjectConfidenceSrc
Metropolis–Hastings algorithmis aMarkov chain Monte Carlo0.90text
Metropolis–Hastings algorithmrelated to DescriptionThe Metropolis0.60section
Metropolis–Hastings algorithmrelated to DescriptionHastings0.60section
Metropolis–Hastings algorithmrelated to DescriptionThe0.60section
Metropolis–Hastings algorithmrelated to DescriptionMetropolis0.60section
Metropolis–Hastings algorithmrelated to DescriptionThese0.60section
Metropolis–Hastings algorithmrelated to DescriptionMarkov0.60section
Metropolis–Hastings algorithmrelated to DescriptionSpecifically0.60section
Metropolis–Hastings algorithmrelated to DescriptionThen0.60section
Metropolis–Hastings algorithmrelated to Formal derivationThe0.60section
Metropolis–Hastings algorithmrelated to Formal derivationMetropolis0.60section
Metropolis–Hastings algorithmrelated to Formal derivationHastings0.60section

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