Concepedia

Metropolis-hastings Algorithm

The Metropolis-Hastings Algorithm is a Markov chain Monte Carlo method that generates samples from a probability distribution by constructing a Markov chain with a specified stationary distribution, using a proposal distribution and an acceptance criterion to ensure convergence to the target distribution.

1K

Publications

110.2K

Citations

2.1K

Authors

936

Institutions

Publications per year

2017–2026

249

Variants

Metropolis-hastingsMetropolis-hastings Method

Parents

Publications

1K

Monte Carlo sampling methods using Markov chains and their applications

W. Keith Hastings · Biometrika · 1970 · 15.2K citations

, , +16

Understanding the Metropolis-Hastings Algorithm

Siddhartha Chib, Edward Greenberg · The American Statistician · 1995 · 3.7K citations

, , +14

Markov Chains for Exploring Posterior Distributions

Luke Tierney · The Annals of Statistics · 1994 · 3.5K citations · Full text

, , +16

An Adaptive Metropolis Algorithm

Heikki Haario, Eero Saksman, Johanna Tamminen · Bernoulli · 2001 · 2.7K citations

, , +16

Markov Chain Sampling Methods for Dirichlet Process Mixture Models

Radford M. Neal · Journal of Computational and Graphical Statistics · 2000 · 2.2K citations

, , +16

1–5 of 1K

Authors

2.1K

  1. GO
    Gareth O. Roberts

    University of Warwick, United Kingdom

    37 publications · 9.5K citations

    26

    h-index

  2. JS
    Jeffrey S. Rosenthal

    University of Toronto, Canada

    17 publications · 4.5K citations

    15

    h-index

  3. RM
    Radford M. Neal

    University of Toronto, Canada

    11 publications · 5.4K citations

    11

    h-index

  4. SC
    Siddhartha Chib

    Washington University in St. Louis, United States

    10 publications · 7K citations

    10

    h-index

  5. AD
    Arnaud Doucet

    University of Cambridge, United Kingdom

    10 publications · 886 citations

    10

    h-index

1–5 of 2.1K

Institutions

936

  1. University of Warwick

    Coventry, United Kingdom

    24 h-index

    45 publications

    3.2K citations

  2. University of Cambridge

    Cambridge, United Kingdom

    24 h-index

    56 publications

    10.2K citations

  3. University of Toronto

    Toronto, Canada

    22 h-index

    38 publications

    24.5K citations

  4. Centre National de la Recherche Scientifique

    Paris, France

    21 h-index

    56 publications

    2.9K citations

  5. Lancaster University

    Lancaster, United Kingdom

    19 h-index

    32 publications

    5K citations

  6. University of Oxford

    Oxford, United Kingdom

    17 h-index

    36 publications

    3K citations

  7. University of Washington

    Seattle, United States

    16 h-index

    33 publications

    9.7K citations

  8. University College London

    London, United Kingdom

    16 h-index

    34 publications

    4.9K citations

1–8 of 936

Venues

  1. Journal of Computational and Graphical Statistics

    JCGS · 41 publications · 7.8K citations

    29

    h-index

  2. arXiv (Cornell University)

    Repository · 50 publications · 2.4K citations

    21

    h-index

  3. Journal of the American Statistical Association

    23 publications · 5.8K citations

    21

    h-index

  4. The Annals of Applied Probability

    21 publications · 3.4K citations

    20

    h-index

  5. The Journal of Chemical Physics

    14 publications · 663 citations

    12

    h-index

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