Last Updated
：2025/12/05
Metropolis-Hastings algorithm
Proper noun
Japanese Meaning
直接サンプリングが困難な確率分布から、その分布に従うランダムなサンプルの系列を得るために、マルコフ連鎖モンテカルロ法を応用した手法。
（ canonical ）
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(statistics) A Markov chain Monte Carlo method for obtaining a sequence of random samples from a probability distribution from which direct sampling is difficult.
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Metropolis-Hastings algorithm
To estimate the posterior distribution of the parameters, the researcher implemented the Metropolis-Hastings algorithm in Python.
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To estimate the posterior distribution of the parameters, the researcher implemented the Metropolis-Hastings algorithm in Python.
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