A geometric interpretation of the Metropolis-Hastings algorithm

被引：49

作者：

Billera, LJ

Diaconis, P

机构：

[1] Cornell Univ, Dept Math, Ithaca, NY 14853 USA

[2] Stanford Univ, Stanford, CA 94305 USA

来源：

STATISTICAL SCIENCE | 2001年 / 16卷 / 04期

关键词：

D O I：

10.1214/ss/1015346318

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

The Metropolis-Hastings algorithm transforms a given stochastic matrix into a reversible stochastic matrix with a prescribed stationary distribution. We show that this transformation gives the minimum distance solution in an L-1 metric.

引用

页码：335 / 339

页数：5

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