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gptkbp:instanceOf
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computational algorithm
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gptkbp:abbreviation
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gptkb:MCMC
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gptkbp:application
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gptkb:statistical_mechanics
gptkb:computational_finance
genetics
Bayesian inference
model selection
parameter estimation
image analysis
phylogenetics
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gptkbp:basedOn
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Markov chain
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gptkbp:category
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gptkb:Monte_Carlo_methods
Markov processes
Bayesian computation
Stochastic simulation
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gptkbp:developedBy
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1950s
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gptkbp:firstPublished
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1953
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https://www.w3.org/2000/01/rdf-schema#label
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Markov Chain Monte Carlo
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gptkbp:inventedBy
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gptkb:Edward_Teller
gptkb:Nicholas_Metropolis
gptkb:Arianna_W._Rosenbluth
gptkb:Augusta_H._Teller
gptkb:Marshall_N._Rosenbluth
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gptkbp:limitation
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autocorrelation
burn-in period
mixing issues
slow convergence
tuning required
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gptkbp:notableFor
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gptkb:Hamiltonian_Monte_Carlo
gptkb:Metropolis-Hastings_algorithm
gptkb:Gibbs_sampling
Slice sampling
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gptkbp:output
|
posterior distribution
expectation estimates
marginal likelihood
sampled values
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gptkbp:property
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ergodicity
stationary distribution
asymptotic convergence
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gptkbp:relatedTo
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gptkb:Monte_Carlo_method
gptkb:stochastic_process
random walk
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gptkbp:usedFor
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sampling from probability distributions
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gptkbp:usedIn
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gptkb:machine_learning
Bayesian statistics
computational biology
computational chemistry
statistical physics
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gptkbp:bfsParent
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gptkb:Monte_Carlo_simulations
gptkb:Boltzmann_machine
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gptkbp:bfsLayer
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5
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