Title: A History of the Metropolis–Hastings Algorithm
Abstract:The Metropolis–Hastings algorithm is an extremely popular Markov chain Monte Carlo technique among statisticians. This article explores the history of the algorithm, highlighting key personalities and...The Metropolis–Hastings algorithm is an extremely popular Markov chain Monte Carlo technique among statisticians. This article explores the history of the algorithm, highlighting key personalities and events in its development. We relate reasons for the delay in the acceptance of the algorithm and reasons for its recent popularity.Read More
Publication Year: 2003
Publication Date: 2003-11-01
Language: en
Type: article
Indexed In: ['crossref']
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Cited By Count: 85
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