The Metropolis Algorithm for Monte Carlo

URI: https://gptkb.org/entity/The_Metropolis_Algorithm_for_Monte_Carlo
GPTKB entity
Statements (29)
Predicate Object
gptkbp:instanceOf gptkb:algorithm
gptkbp:acceptanceCriterion gptkb:Boltzmann_distribution
gptkbp:alsoKnownAs gptkb:Metropolis_algorithm
gptkbp:application Bayesian inference
simulating physical systems
computing integrals
gptkbp:author gptkb:Edward_Teller
gptkb:Nicholas_Metropolis
gptkb:Arianna_W._Rosenbluth
gptkb:Augusta_H._Teller
gptkb:Marshall_N._Rosenbluth
gptkbp:category gptkb:Markov_chain_Monte_Carlo_methods
gptkbp:field gptkb:Markov_chain_Monte_Carlo
computational physics
statistical physics
gptkbp:generalizes gptkb:Metropolis-Hastings_algorithm
https://www.w3.org/2000/01/rdf-schema#label The Metropolis Algorithm for Monte Carlo
gptkbp:influenced gptkb:Simulated_annealing
gptkb:Metropolis-Hastings_algorithm
gptkb:Gibbs_sampling
gptkbp:introduced gptkb:Nicholas_Metropolis
gptkbp:introducedIn 1953
gptkbp:publishedIn gptkb:Journal_of_Chemical_Physics
gptkbp:purpose sampling from probability distributions
gptkbp:step accept or reject move based on probability
propose a move
gptkbp:uses Markov chain
gptkbp:bfsParent gptkb:Top_Ten_Algorithms_of_the_20th_Century_(SIAM)
gptkbp:bfsLayer 8