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