A History of the Metropolis–Hastings Algorithm

2003/11/01 by David B Hitchcock, David B. Hitchcock · 3 citations
Mathematics · Computer Science · #Markov Chains and Monte Carlo Methods #Bayesian Modeling and Causal Inference #Statistical Methods and Inference

paper · doi:10.1198/0003130032413

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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