Understanding the Metropolis-Hastings Algorithm
Abstract We provide a detailed, introductory exposition of the Metropolis-Hastings algorithm, a powerful Markov chain method to simulate multivariate distributions. A simple, in...
Abstract We provide a detailed, introductory exposition of the Metropolis-Hastings algorithm, a powerful Markov chain method to simulate multivariate distributions. A simple, in...
h-index: Number of publications with at least h citations each.