Bayesian methods

Algoriti ya Metropolis-Hastings

Algoriti ya Metropolis-Hastings (MH) ni mbinu ya jumla ya mnyororo wa Markov Monte Carlo (MCMC) kwa ajili ya kupata sampuli kutoka kwa usambazaji wowote wa uwezekano ambao msongamano wake unaweza kutathminiwa hadi kwa kiwango cha kawaida. Ilianzishwa na Metropolis, Rosenbluth, Rosenbluth, Teller, na Teller (1953) katika fizikia ya kompyuta na kuendelezwa na Hastings (1970) kwa usambazaji wa mapendekezo yasiyo sawia, ni algoriti ya msingi ambayo karibu sampula zote za baadaye za MCMC — sampuli ya Gibbs, Hamiltonian Monte Carlo, sampuli ya mchoro — zinatokana au zinaweza kuonekana kama visa maalum.

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Algoriti ya Metropolis-Hastings

Usajili wa Bayesian Sampuli ya Gibbs Hamiltonian Monte Carlo Monte Carlo Sekwenshiali Uchujaji wa vipande (Sli…Algoritihi ya Dynamic Me…Markov Chain Monte Carlo…MCMC yenye Data Zilizoko…Metropolis-Hastings yeny…Usampulishaji wa Gibbs w…

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Vyanzo

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 ↗
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 ↗
Robert, C. P., & Casella, G. (2004). Monte Carlo Statistical Methods (2nd ed.). Springer. ISBN: 978-0-387-21239-5
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

Jinsi ya kunukuu ukurasa huu

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

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Usajili wa BayesianMbinu za Bayes↔ compare
Sampuli ya GibbsMbinu za Bayes↔ compare
Hamiltonian Monte CarloMbinu za Bayes↔ compare
Monte Carlo SekwenshialiMbinu za Bayes↔ compare
Uchujaji wa vipande (Slice Sampling)Mbinu za Bayes↔ compare

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Imerejelewa na

Algoritihi ya Dynamic Metropolis-Hastings Markov Chain Monte Carlo (MCMC) ya Tabaka MCMC yenye Data Zilizokosekana Metropolis-Hastings yenye Data Zilizokosekana Usampulishaji wa Gibbs wa Ngazi Nyingi MCMC ya Ngazi Nyingi Metropolis-Hastings Ngazi-nyingi

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