Can I read Acceptance-Rejection Method in MCMC on EtoBox?

Acceptance-Rejection Method in MCMC by Tamás Mákos is a document available to read on EtoBox.

What is Acceptance-Rejection Method in MCMC about?

1) 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. 2) It works by constructing a Markov chain that has the desired distribution as its equilibrium distribution. At each step, a candidate value is generated and either accepted or rejected, leaving the chain at its current state. 3) The acceptance of the candidate value is determined by the ratio of the target distribut

Author

Tamás Mákos

Language

EN