Metropolis-Hastings Monte Carlo: Difference between revisions

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m (New page: {{Stub-general}} ==References== #[http://dx.doi.org/10.1093/biomet/57.1.97 W. K. Hastings "Monte Carlo sampling methods using Markov chains and their applications", Biometrika '''57''' pp....)
 
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'''Metropolis-Hastings Monte Carlo''' is a generalisation of the original [[Metropolis Monte Carlo]] algorithm.
==References==
==References==
#[http://dx.doi.org/10.1093/biomet/57.1.97 W. K. Hastings "Monte Carlo sampling methods using Markov chains and their applications", Biometrika '''57''' pp. 97-109 (1970)]
#[http://dx.doi.org/10.1093/biomet/57.1.97 W. K. Hastings "Monte Carlo sampling methods using Markov chains and their applications", Biometrika '''57''' pp. 97-109 (1970)]
[[category: Monte Carlo]]
[[category: Monte Carlo]]
[[category: computer simulation techniques]]
[[category: computer simulation techniques]]

Latest revision as of 14:44, 18 July 2008

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Metropolis-Hastings Monte Carlo is a generalisation of the original Metropolis Monte Carlo algorithm.

References[edit]

  1. W. K. Hastings "Monte Carlo sampling methods using Markov chains and their applications", Biometrika 57 pp. 97-109 (1970)