Pseudo-marginal Metropolis–Hastings algorithm
id:
pseudo-marginal-metropolis-hastings-algorithm-323-13805261
title:
Pseudo-marginal Metropolis–Hastings algorithm
text:
In computational statistics, the pseudo-marginal Metropolis–Hastings algorithm is a Monte Carlo method to sample from a probability distribution. It is an instance of the popular Metropolis–Hastings algorithm that extends its use to cases where the target density is not available analytically. It relies on the fact that the Metropolis–Hastings algorithm can still sample from the correct target distribution if the target density in the acceptance ratio is replaced by an estimate. It is especially
brand slug:
wiki
category slug:
encyclopedia
description:
Monte Carlo sampling scheme
original url:
https://en.wikipedia.org/wiki/Pseudo-marginal_Metropolis%E2%80%93Hastings_algorithm
date created:
date modified:
2024-03-28T06:18:08Z
main entity:
{"identifier":"Q55630732","url":"https://www.wikidata.org/entity/Q55630732"}
image:
fields total:
13
integrity:
14