Metropolis–Hastings algorithm
GPTKB entity
Statements (29)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
gptkb:Markov_chain
gptkb: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 |
gptkb:Markov_chain
stationary distribution proposal distribution acceptance-rejection method |
| gptkbp:introducedIn |
1953
|
| gptkbp:notablePublication |
Hastings, 1970
Metropolis et al., 1953 |
| gptkbp:proposedBy |
gptkb:Nicholas_Metropolis
gptkb:W._K._Hastings |
| gptkbp:relatedTo |
gptkb:Random_walk
gptkb:Monte_Carlo_method gptkb:Markov_chain gptkb:Gibbs_sampling |
| gptkbp:usedFor |
sampling from probability distributions
Bayesian computation statistical physics simulations |
| gptkbp:bfsParent |
gptkb:Arianna_Rosenbluth
gptkb:Swendsen–Wang_algorithm |
| gptkbp:bfsLayer |
7
|
| https://www.w3.org/2000/01/rdf-schema#label |
Metropolis–Hastings algorithm
|