Abstract
The Metropolis algorithm is a widely used procedure for sampling from a specified distribution on a large finite set. We survey what is rigorously known about running times. This includes work from statistical physics, computer science, probability, and statistics. Some new results (Propositions 6.1-6.5) are given as an illustration of the geometric theory of Markov chains. © 1998 Academic Press.
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CITATION STYLE
APA
Diaconis, P., & Saloff-Coste, L. (1998). What Do We Know about the Metropolis Algorithm? Journal of Computer and System Sciences, 57(1), 20–36. https://doi.org/10.1006/jcss.1998.1576
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