Construct · 1 fields · 1 citations

Markov chain Monte Carlo: a standalone construct

One name. One construct. A landmark on the map.

● anchor · a standalone construct Nearest construct by meaning·not indexed
Markov chainMonte Carlo1 CONSTRUCTMarkov chain monte cMETROPOLIS · BAYESIAN

A single standalone construct; nearby constructs are located against it in the Collider. Tap a field for its definition, unit, and measures.

Bayesian statistics

drawing samples from a complex distribution by running a random walk whose long-run behavior matches that distribution.

In Bayesian statistics, Markov chain Monte Carlo refers to drawing samples from a complex distribution by running a random walk whose long-run behavior matches that distribution. This meaning comes from Metropolis (1953) in The Journal of Chemical Physics.[1]

Unit
Recovery means
Measured by

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Nearby constructs

simulated annealing1 fields · 3 citationsanchor · a standalone constructchain3 fields · 3 citationsjingle · one word, three constructscomplex4 fields · 4 citationsjingle · one word, four constructs

References

  1. Metropolis, N., Rosenbluth, A. W., Rosenbluth, M. N., Teller, A. H., & Teller, E. (1953). Equation of State Calculations by Fast Computing Machines. The Journal of Chemical Physics, 21(6), 1087-1092. https://doi.org/10.1063/1.1699114

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