Metropolis–Hastings algorithm: Difference between revisions

Content deleted Content added
m rm circular link
added a bit about the purpose of the algorithm
Line 1:
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.
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.
It is a generalization of the Metropolis algorithm suggested by Hastings (citation below).
The [[Gibbs sampling]] algorithm is a special case of the Metropolis-Hastings algorithm.