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Metropolis Hastings Algorithm
Cód:
491_9785510782417
High Quality Content by WIKIPEDIA articles! In mathematics and physics, the Metropolis-Hastings algorithm is a Markov chain Monte Carlo method for obtaining a sequence of random samples from a probability distribution for which direct sampling is difficult. This sequence can be used to approximate the distribution (i.e., to generate a histogram), or to compute an integral (such as an expected value).
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