Statements (33)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
gptkb:algorithm
|
| gptkbp:application |
computational chemistry
finance genetics Bayesian inference model selection parameter estimation image analysis |
| gptkbp:category |
gptkb:Monte_Carlo_methods
Markov processes |
| gptkbp:developedBy |
1950s
|
| gptkbp:fullName |
gptkb:Markov_Chain_Monte_Carlo
|
| gptkbp:input |
target distribution
|
| gptkbp:limitation |
slow mixing
autocorrelation of samples |
| gptkbp:notableFor |
gptkb:Hamiltonian_Monte_Carlo
gptkb:Metropolis-Hastings_algorithm gptkb:Gibbs_sampling |
| gptkbp:output |
samples from target distribution
|
| gptkbp:property |
ergodicity
stationary distribution asymptotic convergence |
| gptkbp:relatedTo |
gptkb:Monte_Carlo_integration
gptkb:random_walk gptkb:Markov_chain |
| gptkbp:usedFor |
sampling from probability distributions
|
| gptkbp:usedIn |
gptkb:machine_learning
Bayesian statistics computational biology statistical physics |
| gptkbp:bfsParent |
gptkb:Markov_chain_Monte_Carlo
|
| gptkbp:bfsLayer |
6
|
| https://www.w3.org/2000/01/rdf-schema#label |
MCMC
|