The Hastings algorithm at fifty
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Publication:5222216
DOI10.1093/biomet/asz066zbMath1435.62042OpenAlexW2997949782WikidataQ127011155 ScholiaQ127011155MaRDI QIDQ5222216
James E. Johndrow, David B. Dunson
Publication date: 1 April 2020
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/biomet/asz066
importance samplingMarkov chain Monte Carlorejection samplingBayesian computationMetropolis-Hastingsposterior sampling
Sampling theory, sample surveys (62D05) Monte Carlo methods (65C05) History of mathematics in the 20th century (01A60) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) History of statistics (62-03)
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