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Independence Metropolis–Hastings algorithm
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Area of mathematics
Probability and statistics
Statistical inference
Bayesian statistics
Markov chain Monte Carlo
Metropolis–Hastings algorithm
2026-09-28
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An independence
Metropolis–Hastings algorithm
proposes from
a
fixed
density
q
independent of the current state. If
sup
x
π
(
x
)
/
q
(
x
)
<
∞
, it is uniformly and hence geometrically ergodic.
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Metropolis–Hastings algorithm
Markov chain Monte Carlo
Bayesian statistics
Statistical inference
Probability and statistics
Area of mathematics
Mathematics
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Past exam of the mathematics course of the University of Cambridge
/
2023
/
iii
/
Paper 216
/
2
/
c
/
Solution
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