Metropolis–Hastings algorithm: Difference between revisions

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[[Image:3dRosenbrock.png|thumb|The result of three [[Markov chain]]s running on the 3D [[Rosenbrock function]] using the Metropolis–Hastings algorithm. The algorithm samples from regions where the [[posterior probability]] is high, and the chains begin to mix in these regions. The approximate position of the maximum has been illuminated. The red points are the ones that remain after the burn-in process. The earlier ones have been discarded.]]
 
== Optimierung ==
[[File:Flowchart-of-Metropolis-Hastings-M-H-algorithm-for-the-parameter-estimation-using-the.png|thumb|Flowchart of Metropolis-Hastings (M-H) algorithm for the parameter estimation using the Markov Chain Monte Carlo (MCMC) approach.]]
 
==See also==