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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]] used to generate a sequence of samples from the [[joint distribution]] of two or more variables. ▼
▲the '''Metropolis-Hastings algorithm''' is an [[algorithm]] to generate a sequence of samples from the [[joint distribution]] of two or more variables.
The purpose of such a sequence is to approximate the joint distribution (as with a histogram), or to compute an integral (such as an expected value).
This algorithm is an example of a [[Markov chain Monte Carlo]] algorithm.
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[[Category:Algorithms]]
[[Category:Probability and statistics]]
[[Category:Sampling techniques]]
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