Markov Chain Monte Carlo methods
GPTKB entity
Statements (33)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
statistical analysis
|
| gptkbp:abbreviation |
gptkb:MCMC
|
| gptkbp:basedOn |
Markov chain
|
| gptkbp:category |
gptkb:logic
sampling algorithm |
| https://www.w3.org/2000/01/rdf-schema#label |
Markov Chain Monte Carlo methods
|
| gptkbp:includes |
gptkb:Hamiltonian_Monte_Carlo
gptkb:Metropolis-Hastings_algorithm gptkb:Gibbs_sampling Slice sampling |
| gptkbp:inventedBy |
1950s
|
| gptkbp:notableFor |
gptkb:Ising_model
gptkb:statistical_mechanics computational biology Bayesian inference econometrics image analysis |
| gptkbp:property |
ergodicity
stationary distribution asymptotic convergence |
| gptkbp:purpose |
sampling from probability distributions
approximating integrals |
| gptkbp:relatedTo |
gptkb:Monte_Carlo_method
gptkb:stochastic_process random walk |
| gptkbp:requires |
proposal distribution
transition kernel |
| gptkbp:usedIn |
gptkb:machine_learning
Bayesian statistics computational physics statistical inference |
| gptkbp:bfsParent |
gptkb:Planck_mission_analysis
|
| gptkbp:bfsLayer |
6
|