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A History of the Metropolis–Hastings Algorithm
source link: https://www.tandfonline.com/doi/abs/10.1198/0003130032413
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A History of the Metropolis–Hastings Algorithm
Abstract
The Metropolis–Hastings algorithm is an extremely popular Markov chain Monte Carlo technique among statisticians. This article explores the history of the algorithm, highlighting key personalities and events in its development. We relate reasons for the delay in the acceptance of the algorithm and reasons for its recent popularity.
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