4.2 Article

A history of the Metropolis-Hastings algorithm

Journal

AMERICAN STATISTICIAN
Volume 57, Issue 4, Pages 254-257

Publisher

AMER STATISTICAL ASSOC
DOI: 10.1198/0003130032413

Keywords

biography; Markov chain; Monte Carlo method; simulation; statistical computing

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The Metropolis-Hastings algorithm is an extremely popular Markov chain Monte Carlo technique among statisticians. This article explores the history of the algorithm, highlighting key personalities and events in its development. We relate reasons for the delay in the acceptance of the algorithm and reasons for its recent popularity.

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