Understanding the Hastings Algorithm

DOI10.1080/03610918.2013.777455zbMath1316.65004arXiv1408.4438OpenAlexW3104396105MaRDI QIDQ5252830

David D. L. Minh, Do Le Minh (Paul)

Publication date: 3 June 2015

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1408.4438

zbMATH Keywords

simulationMarkov chain Monte Carlo methodMetropolis-Hastings algorithmHastings algorithm

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40)

Related Items (9)

Bayesian networks: regenerative Gibbs samplings ⋮ Bayesian networks: generating independent samples ⋮ Handling polynomial and transcendental functions in SMT via unconstrained optimisation and topological degree test ⋮ Learning an efficient constructive sampler for graphs ⋮ A method of generating random vectors with a given probability density function ⋮ Layer Sampling ⋮ Regenerative Markov Chain Importance Sampling ⋮ Solving inverse problems using data-driven models ⋮ Fast Updating Multipole Coulombic Potential Calculation

Cites Work

• A geometric interpretation of the Metropolis-Hastings algorithm.
• Markov chains for exploring posterior distributions. (With discussion)
• Regenerative Markov Chain Monte Carlo for Any Distribution
• Optimum Monte-Carlo sampling using Markov chains
• Monte Carlo sampling methods using Markov chains and their applications
• Monte Carlo strategies in scientific computing

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