Monte Carlo Sampling Methods Using Markov Chains and Their Applications

@article{Hastings1970MonteCS,
  title={Monte Carlo Sampling Methods Using Markov Chains and Their Applications},
  author={W. Hastings},
  journal={Biometrika},
  year={1970},
  volume={57},
  pages={97-109}
}
  • W. Hastings
  • Published 1970
  • Mathematics
  • Biometrika
  • SUMMARY A generalization of the sampling method introduced by Metropolis et al. (1953) is presented along with an exposition of the relevant theory, techniques of application and methods and difficulties of assessing the error in Monte Carlo estimates. Examples of the methods, including the generation of random orthogonal matrices and potential applications of the methods to numerical problems arising in statistics, are discussed. For numerical problems in a large number of dimensions, Monte… CONTINUE READING
    Inference from Iterative Simulation Using Multiple Sequences
    • 9,843
    • Open Access
    Markov Chains for Exploring Posterior Distributions
    • 3,338
    • Open Access
    Markov Chain Monte Carlo and Gibbs Sampling
    • Monte Carlo Integration
    • 2002
    • 126
    • Highly Influenced
    • Open Access
    A Guide to Exact Simulation
    • 34
    Estimation via Markov chain Monte Carlo
    • 40
    Methods for Approximating Integrals in Statistics with Special Emphasis on Bayesian Integration Problems
    • 247
    • Open Access
    Probabilistic Inference Using Markov Chain Monte Carlo Methods
    • 1,097
    • Open Access
    Markov chain Monte Carlo method and its application
    • 654
    • Open Access
    Introduction to Markov Chain Monte Carlo Methods in Molecular Evolution
    • 16
    On the Relationship Between Markov chain Monte Carlo Methods for Model Uncertainty
    • 236
    • Open Access

    References

    Publications referenced by this paper.
    SHOWING 1-10 OF 21 REFERENCES
    Probability plotting methods for the analysis of data.
    • 1,081
    THE COMPARISON OF MEANS OF SETS OF OBSERVATIONS FROM SECTIONS OF INDEPENDENT STOCHASTIC SERIES
    • 30
    The Monte Carlo method in quantum statistical mechanics
    • 76
    Equation of state calculations by fast computing machines
    • 29,384
    • Highly Influential
    • Open Access
    Conditional Monte Carlo
    • 49
    A generating function for averages over the orthogonal group
    • 28
    The Structure of Inference.
    • 372
    Computation of order parameters in an L . D . & HANDSCOMB , Ising lattice by the Monte Carlo method
    • 1960