Markov chain Monte Carlo

GPTKB entity

Statements (56)
Predicate Object
gptkbp:instance_of gptkb:Database_Management_System
gptkbp:bfsLayer 6
gptkbp:bfsParent gptkb:Gen.jl
gptkbp:allows can be slow to converge
requires careful tuning
may get stuck in local optima
requires large sample sizes
sensitive to initial conditions
gptkbp:applies_to gptkb:television_channel
gptkb:software_framework
statistical physics
computational biology
gptkbp:can_be_used_with other statistical methods
gptkbp:developed_by gptkb:John_von_Neumann
gptkb:Stanislaw_Ulam
gptkbp:has_programs gptkb:quantum_computing
gptkb:robot
climate modeling
network analysis
artificial neural networks
https://www.w3.org/2000/01/rdf-schema#label Markov chain Monte Carlo
gptkbp:includes Gibbs sampling
Hamiltonian Monte Carlo
Metropolis algorithm
gptkbp:involves Markov chains
random sampling
gptkbp:is computationally intensive
non-deterministic
iterative
used in econometrics
used in social sciences
used in finance
used in artificial intelligence
used in data science
used for optimization problems
used in epidemiology
used in physics simulations
used in genetics
a cornerstone of modern statistics
a method for generating samples
based on the law of large numbers
exact sampling method
suitable for all problems
used in high-dimensional spaces
used in image analysis
gptkbp:is_used_for model complex systems
sampling from probability distributions
estimate expectations
estimating posterior distributions
integrating functions
perform hypothesis testing
simulate random variables
gptkbp:passes_through for efficiency
gptkbp:provides approximate solutions
gptkbp:requires burn-in period
convergence diagnostics