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Metropolis–Hastings algorithm

Known as: Metropolis method, Metropolis sampling, Metropolis-Hastings algorithm 
In statistics and in statistical physics, the Metropolis–Hastings algorithm is a Markov chain Monte Carlo (MCMC) method for obtaining a sequence of… 
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Papers overview

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2012
2012
The following are notes from a talk given to the University of Arizona Department of Mathematics Graduate Probability Seminar on… 
2009
2009
We propose a new Metropolis-Hastings algorithm for sampling from smooth, unimodal distributions; a restriction to the method is… 
2008
2008
We consider parameter inference for the class of models where the likelihoodfunction is analytically intractable as a result of a… 
2005
2005
We describe a method for estimating the marginal likelihood, based on CHIB (1995) and CHIB and JELIAZKOV (2001), when simulation… 
2001
2001
We develop and test a new elementary Monte Carlo move for use in the off-lattice simulation of polymer systems. This novel… 
1999
1999
  • S. Godsill
  • 1999
  • Corpus ID: 17497061
In this paper we present both stochastic and deterministic iterative methods for inference about random processes with symmetric… 
1999
1999
This paper treats automated detection of road and lane boundaries by fusing information from forward-looking optical and active W… 
1998
1998
This paper deals with the asymptotic properties of the Metropolis-Hastings algorithm, when the distribution of interest is… 
1998
1998
We define a general methodology to deal with a large family of scheduling problems. We consider the case where some of the…