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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:machine_learning
Bayesian statistics
computational biology
finance
genetics
econometrics
statistical physics
image analysis
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gptkbp:category
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gptkb:Monte_Carlo_method
Markov chain
stochastic simulation
randomized algorithm
sampling algorithm
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gptkbp:field
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gptkb:machine_learning
computational physics
statistics
Bayesian inference
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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:introducedIn
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1953
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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
convergence diagnostics
slow mixing
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gptkbp:notable_for
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gptkb:Hamiltonian_Monte_Carlo
gptkb:Metropolis-Hastings_algorithm
gptkb:Gibbs_sampling
Slice sampling
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gptkbp:notablePublication
|
gptkb:Equation_of_State_Calculations_by_Fast_Computing_Machines
1953
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gptkbp:property
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ergodicity
stationary distribution
asymptotic convergence
|
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gptkbp:purpose
|
numerical integration
approximate inference
sampling from probability distributions
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gptkbp:relatedTo
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gptkb:Monte_Carlo_method
Markov chain
|
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gptkbp:supportsAlgorithm
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gptkb:Reversible_jump_MCMC
gptkb:Sequential_Monte_Carlo
gptkb:Simulated_annealing
gptkb:Langevin_dynamics
Importance sampling
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gptkbp:uses
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Markov chain
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gptkbp:bfsParent
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gptkb:Monte_Carlo_method
gptkb:Monte_Carlo_simulation
gptkb:Monte_Carlo_methods
gptkb:GNU_MCSim
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gptkbp:bfsLayer
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5
|