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Metropolis-Hastingsi algoritm

Metropolis-Hastingsi (MH) algoritm on üldotstarbeline Markovi keti Monte Carlo (MCMC) meetod, mille abil saab joonistada valimeid mis tahes tõenäosusjaotusest, mille tihedust saab hinnata normaliseerimiskonstandini. Metropolis, Rosenbluth, Rosenbluth, Teller ja Teller (1953) tutvustasid seda arvutusfüüsikas ja Hastings (1970) üldistas seda asümmeetrilistele ettepanekujaotustele. See on aluseline algoritm, millest on tuletatud või mida võib pidada erijuhtudeks peaaegu kõik hilisemad MCMC-valimijad – Gibbsi valim, Hamiltoni Monte Carlo, viilvalim.

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Allikad

  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. DOI: 10.1063/1.1699114
  2. Hastings, W. K. (1970). Monte Carlo sampling methods using Markov chains and their applications. Biometrika, 57(1), 97–109. DOI: 10.1093/biomet/57.1.97
  3. Robert, C. P., & Casella, G. (2004). Monte Carlo Statistical Methods (2nd ed.). Springer. ISBN: 978-0-387-21239-5
  4. Gelman, A., Carlin, J. B., Stern, H. S., Dunson, D. B., Vehtari, A., & Rubin, D. B. (2013). Bayesian Data Analysis (3rd ed.). CRC Press. ISBN: 978-1-439-84095-5

Kuidas sellele lehele viidata

ScholarGate. (2026, June 3). Metropolis-Hastings Markov Chain Monte Carlo Algorithm. ScholarGate. https://scholargate.app/et/bayesian/metropolis-hastings-algorithm

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Sellele viitavad

ScholarGateMetropolis-Hastings Algorithm (Metropolis-Hastings Markov Chain Monte Carlo Algorithm). Loetud 2026-06-15 aadressilt https://scholargate.app/et/bayesian/metropolis-hastings-algorithm · Andmestik: https://doi.org/10.5281/zenodo.20539026