Year: 2014
Type: article
Abstract: The Hastings algorithm is a key tool in computational science. While mathematically justified by detailed balance, it can be conceptually difficult to grasp. Here, we present two complementary and intuitive ways to derive and understand the algorithm. In our framework, it is straightforward to see that the celebrated Metropolis–Hastings algorithm has the highest acceptance probability of all Hastings algorithms.
Authors: David D. L. Minh, Do Le (Paul) Minh
Institutions: Duke University, Illinois Institute of Technology
Language: English
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: green
OpenAlex ID: W2035625898