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
|
https://www.w3.org/2000/01/rdf-schema#label |
MCMC
|
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
Markov chain random walk |
gptkbp:usedFor |
sampling from probability distributions
|
gptkbp:usedIn |
gptkb:machine_learning
Bayesian statistics computational biology statistical physics |
gptkbp:bfsParent |
gptkb:Markov_chain
|
gptkbp:bfsLayer |
5
|