Fundamental Concepts of MCMC Methods Proved on Metropolis-Hastings Alghorithm

E. Fayyazi, GH. Gholami,A. Fayyaz Movaghar, A. Etemadi, H. Rasi, S. Panahi

Abstract


Monte Carlo Markov Chain methods have been used extensively in Bayesian methods of inference. Metropolis-Hastings algorithm is one of the most known methods in this regards. In this work we will introduce mathematical bases of this algorithms and show why these algorithms work and their outputs are trustable.

 

Keywords: Markov Chain; MCMC algorithms; Bayesian computation; Metropolis-Hastings algorithm; Invariant measures


Full Text:

PDF


DOI: https://doi.org/10.26483/ijarcs.v3i2.1058

Refbacks

  • There are currently no refbacks.




Copyright (c) 2016 International Journal of Advanced Research in Computer Science