Metropolis-Hastings algorithm

URI: https://gptkb.org/entity/Metropolis-Hastings_algorithm
GPTKB entity
Statements (34)
Predicate Object
gptkbp:instanceOf gptkb:Markov_chain
gptkbp:application computational biology
econometrics
statistical physics
image analysis
machine learning models
Bayesian parameter estimation
gptkbp:category gptkb:randomized_algorithm
stochastic algorithm
gptkbp:field gptkb:machine_learning
computational physics
statistics
Bayesian inference
gptkbp:generalizes gptkb:Metropolis_algorithm
gptkbp:introducedIn 1953
gptkbp:namedAfter gptkb:Nicholas_Metropolis
gptkb:W._K._Hastings
gptkbp:output gptkb:Markov_chain
gptkbp:property ergodicity
detailed balance
asymptotic convergence to target distribution
gptkbp:relatedTo gptkb:Monte_Carlo_method
gptkb:Markov_chain
gptkb:Gibbs_sampling
gptkbp:requires proposal distribution
acceptance probability
gptkbp:step accept or reject proposal
compute acceptance ratio
propose new state
gptkbp:usedFor sampling from probability distributions
gptkbp:bfsParent gptkb:Metropolis_algorithm
gptkb:Markov_chain_Monte_Carlo
gptkbp:bfsLayer 6
https://www.w3.org/2000/01/rdf-schema#label Metropolis-Hastings algorithm