Metropolis–Hastings algorithm
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http://en.wikipedia.org/wiki/Metropolis-Hastings_algorithm
Metropolis-Hastings alogrithm is a Markov chain Monte Carlo method for
obtaining a sequence of random samples from a probability distribution
for which direct sampling is difficult. Thi sequence can be used to
approximate the distribution.
obtaining a sequence of random samples from a probability distribution
for which direct sampling is difficult. Thi sequence can be used to
approximate the distribution.
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