Metropolis–Hastings algorithm: Difference between revisions

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[[Image:Metropolis_hastings_algorithm.png|thumb|350px|The Sampling [[probability distribution | distribution]] ''Q'' determines the next point to move to in the [[random walk]].]]
In [[mathematics]] and [[physics]],
the '''Metropolis-Hastings algorithm''' is an [[algorithm]] to generate a sequence of samples from the [[joint distribution]] of two or more variables.