Metropolis-Hastings Monte Carlo: Difference between revisions
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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 13:44, 18 July 2008
Metropolis-Hastings Monte Carlo is a generalisation of the original Metropolis Monte Carlo algorithm.