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Metropolis–Hastings Algorithms

  • Robert C
  • Casella G
Springer New York, (2010), 167-197
DOI: 10.1007/978-1-4419-1576-4_6
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Abstract

In this chapter, Markov chains known under a generic name of Metropolis-Hastings will be presented and discussed. This name sterns from papers by Metropolis et al. (1953) and Hastings (1970). These are considered as basic papers for the characterization of the method, although other papers including Barker (1965) and Peskun (1973) have also brought relevant contributions to the method.

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Robert, C. P., & Casella, G. (2010). Metropolis–Hastings Algorithms. In Introducing Monte Carlo Methods with R (pp. 167–197). Springer New York. https://doi.org/10.1007/978-1-4419-1576-4_6

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