3 ms·
Not to hijack this post, but I'm saddened every time I see anything monte carlo related referred to as the metropolis algorithm. When you're the boss, what you
by warrenmar 11y ago
Not to hijack this post, but I'm saddened every time I see anything monte carlo related referred to as the metropolis algorithm. When you're the boss, what you say goes.
http://andrewgelman.com/2014/06/30/invented-metropolis-algorithm/ http://andrewgelman.com/2014/06/30/invented-metropolis-algor...
- shogunmike 11y agoThere is also a bit of historical discussion on Wikipedia about this: https://en.wikipedia.org/wiki/Metropolis%E2%80%93Hastings_algorithm#History https://en.wikipedia.org/wiki/Metropolis%E2%80%93Hastings_al...