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Metropolis–Hastings Algorithm
In statistics and statistical physics, the Metropolis–Hastings algorithm is a Markov chain Monte Carlo (MCMC) method for obtaining a sequence of random samples from a probability distribution from which direct sampling is difficult. This sequence can be used to approximate the distribution (e.g. to generate a histogram) or to compute an integral (e.g. an expected value). Metropolis–Hastings and other MCMC algorithms are generally used for sampling from multi-dimensional distributions, especially when the number of dimensions is high. For single-dimensional distributions, there are usually other methods (e.g. adaptive rejection sampling) that can directly return independent samples from the distribution, and these are free from the problem of autocorrelated samples that is inherent in MCMC methods. History The algorithm was named after Nicholas Metropolis and W.K. Hastings. Metropolis was the first author to appear on the list of authors of the 1953 article ''Equation of ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Metropolis Hastings Algorithm
A metropolis () is a large city or conurbation which is a significant economic, political, and cultural center for a country or region, and an important hub for regional or international connections, commerce, and communications. A big city belonging to a larger urban agglomeration, but which is not the core of that agglomeration, is not generally considered a metropolis but a part of it. The plural of the word is ''metropolises'', although the Latin plural is ''metropoles'', from the Greek ''metropoleis'' (). For urban centers outside metropolitan areas that generate a similar attraction on a smaller scale for their region, the concept of the regiopolis ("regio" for short) was introduced by urban and regional planning researchers in Germany in 2006. Etymology Metropolis (μητρόπολις) is a Greek word, coming from μήτηρ, ''mḗtēr'' meaning "mother" and πόλις, ''pólis'' meaning "city" or "town", which is how the Greek colonies of antiquity referred to ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
