Understanding the Metropolis-Hastings Algorithm

Name: Work Video:
Duration: 3 min 30 s
Siddhartha Chib; Edward Greenberg
{'id': 'https://openalex.org/W2108207895', 'doi': 'https://doi.org/10.1080/00031305.1995.10476177', 'title': 'Understanding the Metropolis-Hastings Algorithm', 'display_name': 'Understanding the Metropolis-Hastings Algorithm', 'publication_year': 1995, 'publication_date': '1995-11-01', 'ids': {'openalex': 'https://openalex.org/W2108207895', 'doi': 'https://doi.org/10.1080/00031305.1995.10476177', 'mag': '2108207895'}, 'language': 'en', 'primary_location': {'is_oa': False, 'landing_page_url': 'https://doi.org/10.1080/00031305.1995.10476177', 'pdf_url': None, 'source': {'id': 'https://openalex.org/S4179095', 'display_name': 'The American Statistician', 'issn_l': '0003-1305', 'issn': ['0003-1305', '1537-2731'], 'is_oa': False, 'is_in_doaj': False, 'is_core': True, 'host_organization': 'https://openalex.org/P4310320547', 'host_organization_name': 'Taylor & Francis', 'host_organization_lineage': ['https://openalex.org/P4310320547'], 'host_organization_lineage_names': ['Taylor & Francis'], 'type': 'journal'}, 'license': None, 'license_id': None, 'version': None, 'is_accepted': False, 'is_published': False}, 'type': 'article', 'type_crossref': 'journal-article', 'indexed_in': ['crossref'], 'open_access': {'is_oa': False, 'oa_status': 'closed', 'oa_url': None, 'any_repository_has_fulltext': False}, 'authorships': [{'author_position': 'first', 'author': {'id': 'https://openalex.org/A5108347485', 'display_name': 'Siddhartha Chib', 'orcid': None}, 'institutions': [{'id': 'https://openalex.org/I204465549', 'display_name': 'Washington University in St. Louis', 'ror': 'https://ror.org/01yc7t268', 'country_code': 'US', 'type': 'education', 'lineage': ['https://openalex.org/I204465549']}], 'countries': ['US'], 'is_corresponding': False, 'raw_author_name': 'Siddhartha Chib', 'raw_affiliation_strings': ['The John M. Olin School of Business , Washington University , St. Louis , MO , 63130 , USA'], 'affiliations': [{'raw_affiliation_string': 'The John M. Olin School of Business , Washington University , St. Louis , MO , 63130 , USA', 'institution_ids': ['https://openalex.org/I204465549']}]}, {'author_position': 'last', 'author': {'id': 'https://openalex.org/A5053581826', 'display_name': 'Edward Greenberg', 'orcid': None}, 'institutions': [{'id': 'https://openalex.org/I204465549', 'display_name': 'Washington University in St. Louis', 'ror': 'https://ror.org/01yc7t268', 'country_code': 'US', 'type': 'education', 'lineage': ['https://openalex.org/I204465549']}], 'countries': ['US'], 'is_corresponding': False, 'raw_author_name': 'Edward Greenberg', 'raw_affiliation_strings': ['The Department of Economics , Washington University , St. Louis , MO , 63130 , USA'], 'affiliations': [{'raw_affiliation_string': 'The Department of Economics , Washington University , St. Louis , MO , 63130 , USA', 'institution_ids': ['https://openalex.org/I204465549']}]}], 'institution_assertions': [], 'countries_distinct_count': 1, 'institutions_distinct_count': 1, 'corresponding_author_ids': [], 'corresponding_institution_ids': [], 'apc_list': None, 'apc_paid': None, 'fwci': 24.08, 'has_fulltext': True, 'fulltext_origin': 'ngrams', 'cited_by_count': 3536, 'citation_normalized_percentile': {'value': 0.999502, 'is_in_top_1_percent': True, 'is_in_top_10_percent': True}, 'cited_by_percentile_year': {'min': 99, 'max': 100}, 'biblio': {'volume': '49', 'issue': '4', 'first_page': '327', 'last_page': '335'}, 'is_retracted': False, 'is_paratext': False, 'primary_topic': {'id': 'https://openalex.org/T12056', 'display_name': 'Markov Chains and Monte Carlo Methods', 'score': 0.9996, 'subfield': {'id': 'https://openalex.org/subfields/2613', 'display_name': 'Statistics and Probability'}, 'field': {'id': 'https://openalex.org/fields/26', 'display_name': 'Mathematics'}, 'domain': {'id': 'https://openalex.org/domains/3', 'display_name': 'Physical Sciences'}}, 'topics': [{'id': 'https://openalex.org/T12056', 'display_name': 'Markov Chains and Monte Carlo Methods', 'score': 0.9996, 'subfield': {'id': 'https://openalex.org/subfields/2613', 'display_name': 'Statistics and Probability'}, 'field': {'id': 'https://openalex.org/fields/26', 'display_name': 'Mathematics'}, 'domain': {'id': 'https://openalex.org/domains/3', 'display_name': 'Physical Sciences'}}, {'id': 'https://openalex.org/T10243', 'display_name': 'Statistical Methods and Bayesian Inference', 'score': 0.9986, 'subfield': {'id': 'https://openalex.org/subfields/2613', 'display_name': 'Statistics and Probability'}, 'field': {'id': 'https://openalex.org/fields/26', 'display_name': 'Mathematics'}, 'domain': {'id': 'https://openalex.org/domains/3', 'display_name': 'Physical Sciences'}}, {'id': 'https://openalex.org/T11901', 'display_name': 'Bayesian Methods and Mixture Models', 'score': 0.9976, 'subfield': {'id': 'https://openalex.org/subfields/1702', 'display_name': 'Artificial Intelligence'}, 'field': {'id': 'https://openalex.org/fields/17', 'display_name': 'Computer Science'}, 'domain': {'id': 'https://openalex.org/domains/3', 'display_name': 'Physical Sciences'}}], 'keywords': [{'id': 'https://openalex.org/keywords/metropolis–hastings-algorithm', 'display_name': 'Metropolis–Hastings algorithm', 'score': 0.9409801}, {'id': 'https://openalex.org/keywords/gibbs-sampling', 'display_name': 'Gibbs sampling', 'score': 0.8183291}, {'id': 'https://openalex.org/keywords/rejection-sampling', 'display_name': 'Rejection sampling', 'score': 0.4845935}], 'concepts': [{'id': 'https://openalex.org/C204693719', 'wikidata': 'https://www.wikidata.org/wiki/Q910810', 'display_name': 'Metropolis–Hastings algorithm', 'level': 4, 'score': 0.9409801}, {'id': 'https://openalex.org/C158424031', 'wikidata': 'https://www.wikidata.org/wiki/Q1191905', 'display_name': 'Gibbs sampling', 'level': 3, 'score': 0.8183291}, {'id': 'https://openalex.org/C111350023', 'wikidata': 'https://www.wikidata.org/wiki/Q1191869', 'display_name': 'Markov chain Monte Carlo', 'level': 3, 'score': 0.7686355}, {'id': 'https://openalex.org/C11413529', 'wikidata': 'https://www.wikidata.org/wiki/Q8366', 'display_name': 'Algorithm', 'level': 1, 'score': 0.6972322}, {'id': 'https://openalex.org/C98763669', 'wikidata': 'https://www.wikidata.org/wiki/Q176645', 'display_name': 'Markov chain', 'level': 2, 'score': 0.6876812}, {'id': 'https://openalex.org/C41008148', 'wikidata': 'https://www.wikidata.org/wiki/Q21198', 'display_name': 'Computer science', 'level': 0, 'score': 0.54015553}, {'id': 'https://openalex.org/C187192777', 'wikidata': 'https://www.wikidata.org/wiki/Q381699', 'display_name': 'Rejection sampling', 'level': 5, 'score': 0.4845935}, {'id': 'https://openalex.org/C140779682', 'wikidata': 'https://www.wikidata.org/wiki/Q210868', 'display_name': 'Sampling (signal processing)', 'level': 3, 'score': 0.41986397}, {'id': 'https://openalex.org/C33923547', 'wikidata': 'https://www.wikidata.org/wiki/Q395', 'display_name': 'Mathematics', 'level': 0, 'score': 0.36268526}, {'id': 'https://openalex.org/C13153151', 'wikidata': 'https://www.wikidata.org/wiki/Q1639846', 'display_name': 'Hybrid Monte Carlo', 'level': 4, 'score': 0.18655527}, {'id': 'https://openalex.org/C154945302', 'wikidata': 'https://www.wikidata.org/wiki/Q11660', 'display_name': 'Artificial intelligence', 'level': 1, 'score': 0.17925596}, {'id': 'https://openalex.org/C119857082', 'wikidata': 'https://www.wikidata.org/wiki/Q2539', 'display_name': 'Machine learning', 'level': 1, 'score': 0.15517274}, {'id': 'https://openalex.org/C107673813', 'wikidata': 'https://www.wikidata.org/wiki/Q812534', 'display_name': 'Bayesian probability', 'level': 2, 'score': 0.12054393}, {'id': 'https://openalex.org/C106131492', 'wikidata': 'https://www.wikidata.org/wiki/Q3072260', 'display_name': 'Filter (signal processing)', 'level': 2, 'score': 0.0}, {'id': 'https://openalex.org/C31972630', 'wikidata': 'https://www.wikidata.org/wiki/Q844240', 'display_name': 'Computer vision', 'level': 1, 'score': 0.0}], 'mesh': [], 'locations_count': 1, 'locations': [{'is_oa': False, 'landing_page_url': 'https://doi.org/10.1080/00031305.1995.10476177', 'pdf_url': None, 'source': {'id': 'https://openalex.org/S4179095', 'display_name': 'The American Statistician', 'issn_l': '0003-1305', 'issn': ['0003-1305', '1537-2731'], 'is_oa': False, 'is_in_doaj': False, 'is_core': True, 'host_organization': 'https://openalex.org/P4310320547', 'host_organization_name': 'Taylor & Francis', 'host_organization_lineage': ['https://openalex.org/P4310320547'], 'host_organization_lineage_names': ['Taylor & Francis'], 'type': 'journal'}, 'license': None, 'license_id': None, 'version': None, 'is_accepted': False, 'is_published': False}], 'best_oa_location': None, 'sustainable_development_goals': [], 'grants': [], 'datasets': [], 'versions': [], 'referenced_works_count': 31, 'referenced_works': ['https://openalex.org/W1535681442', 'https://openalex.org/W181525176', 'https://openalex.org/W1964110293', 'https://openalex.org/W1995713768', 'https://openalex.org/W2017899835', 'https://openalex.org/W2026244735', 'https://openalex.org/W2030911724', 'https://openalex.org/W2056099894', 'https://openalex.org/W2056760934', 'https://openalex.org/W2057565703', 'https://openalex.org/W2060530519', 'https://openalex.org/W2082856185', 'https://openalex.org/W2083875149', 'https://openalex.org/W2125996678', 'https://openalex.org/W2136796925', 'https://openalex.org/W2138309709', 'https://openalex.org/W2147632348', 'https://openalex.org/W2148534890', 'https://openalex.org/W2152977846', 'https://openalex.org/W2163738067', 'https://openalex.org/W2313953460', 'https://openalex.org/W2324275146', 'https://openalex.org/W2794515326', 'https://openalex.org/W2796291475', 'https://openalex.org/W2797479126', 'https://openalex.org/W4233358567', 'https://openalex.org/W4244393294', 'https://openalex.org/W4250717553', 'https://openalex.org/W4253708194', 'https://openalex.org/W4302097244', 'https://openalex.org/W4302114916'], 'related_works': ['https://openalex.org/W4250051631', 'https://openalex.org/W3198356641', 'https://openalex.org/W3125971950', 'https://openalex.org/W2914481316', 'https://openalex.org/W2734477693', 'https://openalex.org/W2539839227', 'https://openalex.org/W2071668645', 'https://openalex.org/W2066716418', 'https://openalex.org/W1579866848', 'https://openalex.org/W1526222228'], 'abstract_inverted_index': {'Abstract': [0], 'We': [1], 'provide': [2], 'a': [3, 11, 48], 'detailed,': [4], 'introductory': [5], 'exposition': [6], 'of': [7, 24, 39, 81], 'the': [8, 40, 55, 59, 65, 72, 82], 'Metropolis-Hastings': [9, 83], 'algorithm,': [10, 41], 'powerful': [12], 'Markov': [13, 100], 'chain': [14, 95], 'method': [15, 26], 'to': [16, 77], 'simulate': [17], 'multivariate': [18], 'distributions.': [19], 'A': [20], 'simple,': [21], 'intuitive': [22], 'derivation': [23], 'this': [25], 'is': [27, 51], 'given': [28], 'along': [29], 'with': [30, 61, 89], 'guidance': [31], 'on': [32], 'implementation.': [33], 'Also': [34], 'discussed': [35], 'are': [36, 75, 87], 'two': [37], 'applications': [38], 'one': [42], 'for': [43, 57], 'implementing': [44, 58], 'acceptance-rejection': [45], 'sampling': [46], 'when': [47], 'blanketing': [49], 'function': [50], 'not': [52], 'available': [53], 'and': [54], 'other': [56], 'algorithm': [60], 'block-at-a-time': [62], 'scans.': [63], 'In': [64], 'latter': [66], 'situation,': [67], 'many': [68], 'different': [69], 'algorithms,': [70], 'including': [71], 'Gibbs': [73, 93], 'sampler,': [74], 'shown': [76], 'be': [78], 'special': [79], 'cases': [80], 'algorithm.': [84], 'The': [85], 'methods': [86], 'illustrated': [88], 'examples.': [90], 'Key': [91], 'Words:': [92], 'samplingMarkov': [94], 'Monte': [96], 'CarloMultivariate': [97], 'density': [98], 'simulationReversible': [99], 'chains': [101]}, 'cited_by_api_url': 'https://api.openalex.org/works?filter=cites:W2108207895', 'counts_by_year': [{'year': 2024, 'cited_by_count': 108}, {'year': 2023, 'cited_by_count': 87}, {'year': 2022, 'cited_by_count': 102}, {'year': 2021, 'cited_by_count': 169}, {'year': 2020, 'cited_by_count': 174}, {'year': 2019, 'cited_by_count': 191}, {'year': 2018, 'cited_by_count': 144}, {'year': 2017, 'cited_by_count': 158}, {'year': 2016, 'cited_by_count': 158}, {'year': 2015, 'cited_by_count': 202}, {'year': 2014, 'cited_by_count': 204}, {'year': 2013, 'cited_by_count': 184}, {'year': 2012, 'cited_by_count': 172}], 'updated_date': '2024-12-24T00:18:46.155371', 'created_date': '2016-06-24'}
Publication Information

Basic Information

Access and Citation

AI Researcher Chatbot

Primary Location

Authors

Topics

Keywords

Related Works
