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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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2014
2014
The Hastings algorithm is a key tool in computational science. While mathematically justified by detailed balance, it can be… 
2009
2009
We propose a new Metropolis-Hastings algorithm for sampling from smooth, unimodal distributions; a restriction to the method is… 
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… 
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… 
1995
1995
The paper addresses the problem of detecting lane boundaries in color images of road scenes acquired from a car mounted visual…