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Metropolis–Hastings algorithm
Known as:
Metropolis method
, Metropolis sampling
, Metropolis-Hastings algorithm
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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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Related topics
Related topics
32 relations
Autocorrelation
Blackboard system
Computing the permanent
Detailed balance
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Broader (1)
Markov chain Monte Carlo
Papers overview
Semantic Scholar uses AI to extract papers important to this topic.
Highly Cited
2010
Highly Cited
2010
Adaptive optimal scaling of Metropolis–Hastings algorithms using the Robbins–Monro process
P. Garthwaite
,
Yanan Fan
,
S. Sisson
2010
Corpus ID: 88518263
ABSTRACT We present an adaptive method for the automatic scaling of random-walk Metropolis–Hastings algorithms, which quickly and…
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2009
2009
A vanilla Rao--Blackwellization of Metropolis--Hastings algorithms
R. Douc
,
C. Robert
2009
Corpus ID: 41203831
Casella and Robert (1996) presented a general Rao--Blackwellisation principle for accept-reject and Metropolis-Hastings schemes…
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Highly Cited
2008
Highly Cited
2008
Bayesian inference for a discretely observed stochastic kinetic model
R. Boys
,
D. Wilkinson
,
T. Kirkwood
Statistics and computing
2008
Corpus ID: 16660481
Abstract The ability to infer parameters of gene regulatory networks is emerging as a key problem in systems biology. The…
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Highly Cited
2005
Highly Cited
2005
Scaling limits for the transient phase of local Metropolis–Hastings algorithms
O. F. Christensen
,
G. Roberts
,
J. Rosenthal
2005
Corpus ID: 18971135
Summary. The paper considers high dimensional Metropolis and Langevin algorithms in their initial transient phase. In…
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Highly Cited
2005
Highly Cited
2005
A Bayesian Approach to Imposing Curvature on Distance Functions
C. O'Donnell
,
T. Coelli
2005
Corpus ID: 44052766
Highly Cited
2004
Highly Cited
2004
Johannesburg: The Elusive Metropolis
S. Nuttall
,
Achille Mbembe
,
AbdouMaliq Simone
2004
Corpus ID: 160736743
Contributors. Lindsay Bremner, Nsizwa Dlamini, Mark Gevisser, Grace Khunou, Frederic Le Marcis, John Matshikiza, Achille Mbembe…
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Highly Cited
2002
Highly Cited
2002
Performance Optimization of Virtual Keyboards
Shumin Zhai
,
M. A. Hunter
,
Barton A. Smith
Hum. Comput. Interact.
2002
Corpus ID: 1855401
Text entry has been a bottleneck of nontraditional computing devices. One of the promising methods is the virtual keyboard for…
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Highly Cited
1998
Highly Cited
1998
Bayesian Inference on Network Traffic Using Link Count Data
C. Tebaldi
,
M. West
1998
Corpus ID: 9448671
Abstract We study Bayesian models and methods for analysing network traffic counts in problems of inference about the traffic…
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Highly Cited
1995
Highly Cited
1995
A deformable-template approach to lane detection
K. Kluge
,
S. Lakshmanan
Proceedings of the Intelligent Vehicles '95…
1995
Corpus ID: 123617171
Vision-based algorithms for locating lane boundaries without a prior model of the road being viewed need to be able to operate…
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Highly Cited
1987
Highly Cited
1987
Using simulated annealing to design good codes
A. Gamal
,
L. Hemaspaandra
,
Itzhak Shperling
,
V. Wei
IEEE Transactions on Information Theory
1987
Corpus ID: 434692
Simulated annealing is a computational heuristic for obtaining approximate solutions to combinatorial optimization problems. It…
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