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Monte Carlo sampling methods using Markov chains and their applications

1970/04/01 by W. K. Hastings, W. Keith Hastings · 15,264 citations
Computer Science · Mathematics · Physics and Astronomy · #Algorithm #Applied mathematics #Bayesian Methods and Mixture Models #Computer science #Exposition (narrative) #Generalization #Hybrid Monte Carlo #Markov Chains and Monte Carlo Methods #Markov chain #Markov chain Monte Carlo #Mathematical analysis #Mathematics #Monte Carlo integration #Monte Carlo method #Quasi-Monte Carlo method #Rejection sampling #Sampling (signal processing) #Scientific Research and Discoveries #Slice sampling #Statistical physics #Statistics

paper · doi:10.1093/biomet/57.1.97

published in Biometrika 57(1), 97-109 (Oxford University Press)

openalex publication_date 1970/04/01 · openalex created_date 2025/10/10 · openalex updated_date 2026/08/05

Abstract

A generalization of the sampling method introduced by Metropolis et al. (1953) is presented along with an exposition of the relevant theory, techniques of application and methods and difficulties of assessing the error in Monte Carlo estimates. Examples of the methods, including the generation of random orthogonal matrices and potential applications of the methods to numerical problems arising in statistics, are discussed.

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