Metropolis–Hastings algorithm
GPTKB entity
Statements (31)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
Markov chain
sampling algorithm |
| gptkbp:category |
gptkb:Monte_Carlo_algorithms
gptkb:Markov_chain_Monte_Carlo Bayesian statistics |
| gptkbp:field |
computational physics
statistics Bayesian inference |
| gptkbp:generalizes |
gptkb:Metropolis_algorithm
|
| gptkbp:hasConcept |
Markov chain
stationary distribution proposal distribution acceptance-rejection method |
| https://www.w3.org/2000/01/rdf-schema#label |
Metropolis–Hastings algorithm
|
| gptkbp:introducedIn |
1953
|
| gptkbp:notablePublication |
Hastings, 1970
Metropolis et al., 1953 |
| gptkbp:proposedBy |
gptkb:Nicholas_Metropolis
gptkb:W._K._Hastings |
| gptkbp:relatedTo |
gptkb:Monte_Carlo_method
gptkb:Gibbs_sampling Markov chain Random walk |
| gptkbp:usedFor |
sampling from probability distributions
Bayesian computation statistical physics simulations |
| gptkbp:bfsParent |
gptkb:Arianna_Rosenbluth
gptkb:Swendsen–Wang_algorithm gptkb:W._K._Hastings gptkb:Hybrid_Monte_Carlo |
| gptkbp:bfsLayer |
7
|