A History of the Metropolis–Hastings Algorithm

2003/11/01 by David B Hitchcock, David B. Hitchcock · 95 citations
Computer Science · Mathematics · Psychology · #Algorithm #Bayesian Modeling and Causal Inference #Computer science #Key (lock) #Machine learning #Markov Chains and Monte Carlo Methods #Markov chain #Markov chain Monte Carlo #Mathematics #Metropolis–Hastings algorithm #Monte Carlo method #Popularity #Psychology #Statistical Methods and Inference #Statistics

paper · doi:10.1198/0003130032413

published in The American Statistician 57(4), 254-257 (Taylor & Francis)

openalex publication_date 2003/11/01 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/29

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 events in its development. We relate reasons for the delay in the acceptance of the algorithm and reasons for its recent popularity.

Citations

• Understanding the Metropolis-Hastings Algorithm

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