메뉴 건너뛰기




Volumn 57, Issue 4, 2003, Pages 254-257

A history of the metropolis–hastings algorithm

Author keywords

Biography; Markov chain; Monte Carlo method; Simulation; Statistical computing

Indexed keywords


EID: 0242541991     PISSN: 00031305     EISSN: 15372731     Source Type: Journal    
DOI: 10.1198/0003130032413     Document Type: Article
Times cited : (71)

References (18)
  • 1
    • 0010658462 scopus 로고
    • Monte Carlo Calculations of the Radial Distribution Functions for a Protonelectron Plasma
    • Barker, A. A. (1965), “Monte Carlo Calculations of the Radial Distribution Functions for a Protonelectron Plasma,” Australian Journal of Physics, 18, 119-133.
    • (1965) Australian Journal of Physics , vol.18 , pp. 119-133
    • Barker, A.A.1
  • 2
    • 32344446687 scopus 로고
    • Understanding the Metropolis-Hastings Algorithm
    • Chib, S., and Greenberg, E. (1995), “Understanding the Metropolis-Hastings Algorithm,” The American Statistician, 49, 327-335.
    • (1995) The American Statistician , vol.49 , pp. 327-335
    • Chib, S.1    Greenberg, E.2
  • 5
  • 7
    • 77956890234 scopus 로고
    • Monte Carlo Sampling Methods Using Markov Chains and Their Applications
    • Hastings, W. K. (1970), “Monte Carlo Sampling Methods Using Markov Chains and Their Applications,” Biometrika, 57, 97-109.
    • (1970) Biometrika , vol.57 , pp. 97-109
    • Hastings, W.K.1
  • 8
    • 0003860037 scopus 로고    scopus 로고
    • Review of Markov Chain Monte Carlo in Practice, by W. R. Gilks, S. Richardson, and D. J. Spiegelhalter
    • Kass, R. (1997), Review of Markov Chain Monte Carlo in Practice, by W. R. Gilks, S. Richardson, and D. J. Spiegelhalter, Journal of the American Statistical Association, 92, 1645-1646.
    • (1997) Journal of the American Statistical Association , vol.92 , pp. 1645-1646
    • Kass, R.1
  • 11
    • 85024076097 scopus 로고
    • New York: McGraw-Hill
    • McGraw-Hill Modern Scientists and Engineers (1980), New York: McGraw-Hill.
    • (1980)
  • 14
    • 0015730787 scopus 로고
    • Optimum Monte Carlo Sampling Using Markov Chains
    • Peskun, P. H. (1973), “Optimum Monte Carlo Sampling Using Markov Chains,” Biometrika, 60, 607-612.
    • (1973) Biometrika , vol.60 , pp. 607-612
    • Peskun, P.H.1
  • 15
    • 85039620726 scopus 로고    scopus 로고
    • Nicholas Metropolis, a Maker of the A-Bomb and Computers
    • Oct
    • Ravo, N. (1999), “Nicholas Metropolis, a Maker of the A-Bomb and Computers,” New York Times obituary, Oct. 23, 1999.
    • (1999) New York Times Obituary , pp. 23
    • Ravo, N.1
  • 18
    • 0000576595 scopus 로고
    • Markov Chains for Exploring Posterior Distributions
    • Tierney, L. (1994), “Markov Chains for Exploring Posterior Distributions” (with discussion), The Annals of Statistics, 22, 1701-1786.
    • (1994) (With Discussion), the Annals of Statistics , vol.22 , pp. 1701-1786
    • Tierney, L.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.