The Metropolis–Hastings algorithm is a Markov Chain Monte Carlo (MCMC) method used for sampling from probability distributions that are difficult to sample from directly. It is particularly useful in situations where the distribution is defined up to a normalization constant, making it challenging to derive samples analytically.

Ancestors (6)

  1. Statistical algorithms
  2. Algorithms
  3. Applied mathematics
  4. Fields of mathematics
  5. Mathematics
  6. Home

View article source

Discussion (0)

New discussion

There are no discussions about this article yet.

Articles by others on the same topic (0)

There are currently no matching articles.
See all articles in the same topic Create my own version