MCMC

GPTKB entity

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