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Višerazinski Metropolis-Hastings×Metropolis-Hastingsov algoritam×
PodručjeBayesovska statistikaBayesovska statistika
ObiteljBayesian methodsBayesian methods
Godina nastanka1953 (core); 1990s (multilevel application)1953
TvoracMetropolis et al. (1953); hierarchical extension developed through 1980s–1990s Bayesian computation literatureMetropolis et al. (1953); generalised by Hastings (1970)
VrstaMCMC sampling algorithmMarkov chain Monte Carlo sampler
Temeljni izvorGelman, A., Carlin, J. B., Stern, H. S., Dunson, D. B., Vehtari, A. & Rubin, D. B. (2013). Bayesian Data Analysis (3rd ed.). CRC Press. ISBN: 978-1439840955Metropolis, 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 ↗
Drugi nazivihierarchical Metropolis-Hastings, multilevel MH, MH for hierarchical models, blocked Metropolis-HastingsMH algorithm, M-H algorithm, Metropolis algorithm, Metropolis-Hastings sampler
Srodne65
SažetakMultilevel Metropolis-Hastings applies the Metropolis-Hastings MCMC algorithm to hierarchical (multilevel) Bayesian models, sampling jointly from group-level parameters and hyperparameters by proposing candidate values and accepting or rejecting them via a ratio that respects the full joint posterior across all levels of the model.The Metropolis-Hastings (MH) algorithm is a general-purpose Markov chain Monte Carlo (MCMC) method for drawing samples from any probability distribution whose density can be evaluated up to a normalising constant. Introduced by Metropolis, Rosenbluth, Rosenbluth, Teller, and Teller (1953) in computational physics and generalised by Hastings (1970) to asymmetric proposal distributions, it is the foundational algorithm from which nearly all subsequent MCMC samplers — Gibbs sampling, Hamiltonian Monte Carlo, slice sampling — are derived or can be viewed as special cases.
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ScholarGateUsporedite metode: Multilevel Metropolis-Hastings · Metropolis-Hastings Algorithm. Preuzeto 2026-06-19 s https://scholargate.app/hr/compare