Markov chain Monte Carlo

E46140

Markov chain Monte Carlo is a class of algorithms that uses Markov chains to generate samples from complex probability distributions, widely used in Bayesian inference, statistical physics, and machine learning.

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Generate an image of Markov chain Monte Carlo (Markov chain Monte Carlo is a class of algorithms that uses Markov chains to generate samples from complex probability distributions, widely used in Bayesian inference, statistical physics, and machine learning.)

All labels observed (9)

How this entity was disambiguated

Statements (68)

Predicate Object
instanceOf Monte Carlo method ⓘ
computational algorithm ⓘ
sampling algorithm ⓘ
stochastic simulation method ⓘ
aimsTo generate samples from a target probability distribution ⓘ
applicationDomain Bayesian inference ⓘ
computational biology ⓘ
econometrics ⓘ
graphical models ⓘ
machine learning ⓘ
spatial statistics ⓘ
statistical physics ⓘ
basedOn Markov property ⓘ
linked to: Markov processes

Monte Carlo integration ⓘ
linked to: Monte Carlo method
canBe multiple-chain ⓘ
single-chain ⓘ
hasChallenge diagnosing convergence ⓘ
multimodal target distributions ⓘ
slow mixing in high dimensions ⓘ
hasImprovement adaptive proposals ⓘ
gradient-based proposals ⓘ
parallel tempering ⓘ
hasKeyConcept Markov chain state space ⓘ
acceptance probability ⓘ
autocorrelation ⓘ
burn-in period ⓘ
convergence diagnostics ⓘ
detailed balance ⓘ
ergodicity ⓘ
mixing time ⓘ
proposal distribution ⓘ
stationary distribution ⓘ
transition kernel ⓘ
hasMethod Gibbs sampling ⓘ
Hamiltonian Monte Carlo ⓘ
Metropolis algorithm ⓘ
Metropolis-adjusted Langevin algorithm ⓘ
linked to: Langevin dynamics

Metropolis–Hastings algorithm ⓘ
adaptive MCMC ⓘ
blocked Gibbs sampling ⓘ
independence sampler ⓘ
random-walk Metropolis ⓘ
reversible jump MCMC ⓘ
slice sampling ⓘ
originatedInField statistical physics ⓘ
property asymptotically exact under regularity conditions ⓘ
produces correlated samples ⓘ
requires convergence to stationary distribution ⓘ
relatedTo importance sampling ⓘ
sequential Monte Carlo ⓘ
variational inference ⓘ
requires aperiodic Markov chain ⓘ
irreducible Markov chain ⓘ
positive recurrent Markov chain ⓘ
typicallyTargets complex probability distributions ⓘ
high-dimensional probability distributions ⓘ
usedFor Bayesian model comparison ⓘ
Boltzmann distribution sampling ⓘ
Ising model simulation ⓘ
approximating posterior distributions ⓘ
estimating integrals ⓘ
parameter estimation ⓘ
simulating physical systems at equilibrium ⓘ
uncertainty quantification ⓘ
uses Markov chain ⓘ
linked to: Markov processes
widelyUsedIn Bayesian statistics ⓘ
deep generative modeling ⓘ
probabilistic programming ⓘ

How these facts were elicited

Referenced by (34)

Full triples — surface form annotated when it differs from this entity's canonical label.

Boltzmann machines → hasSamplingMethod → Markov chain Monte Carlo ⓘ
Stanislaw Ulam → notableWork → Monte Carlo method ⓘ
linked to: Markov chain Monte Carlo
Bayesian inference → uses → Markov chain Monte Carlo ⓘ
Bayesian inference → uses → Metropolis-Hastings algorithm ⓘ
linked to: Markov chain Monte Carlo
Bayesian inference → uses → Hamiltonian Monte Carlo ⓘ
linked to: Markov chain Monte Carlo
Markov chain Monte Carlo → hasMethod → random-walk Metropolis ⓘ
linked to: Markov chain Monte Carlo
Yee-Whye Teh → researchInterest → Markov chain Monte Carlo ⓘ
Monte Carlo method → includes → Markov chain Monte Carlo ⓘ
Nick Metropolis → influenced → Markov chain Monte Carlo methods ⓘ
linked to: Markov chain Monte Carlo
Metropolis algorithm → usedIn → Markov chain Monte Carlo ⓘ
subject linked to: Nick Metropolis
Bayesian networks → inferenceAlgorithms → Markov chain Monte Carlo ⓘ
Bayesian linear regression → canBeEstimatedBy → Markov chain Monte Carlo ⓘ
Markov random field → inferenceMethodsInclude → Markov chain Monte Carlo ⓘ
subject linked to: Markov random fields
Dirichlet process models → inferenceMethod → Markov chain Monte Carlo ⓘ
Radford M. Neal → fieldOfWork → Markov chain Monte Carlo ⓘ
ergodic theorem → usedIn → Markov chain Monte Carlo ⓘ
Martin-Quinn scores → usesMethod → Markov chain Monte Carlo ⓘ
Mikko Tuomi → usesMethod → Markov chain Monte Carlo ⓘ
subject linked to: Mikko Tuomi et al.
Bayesian model averaging → canUseApproximation → Markov chain Monte Carlo ⓘ
Pitman–Yor process models → implementedIn → Markov chain Monte Carlo inference methods ⓘ
linked to: Markov chain Monte Carlo
Bayesian learning for neural networks → oftenUses → Markov chain Monte Carlo ⓘ
Bayesian nonparametrics → usesConcept → Markov chain Monte Carlo ⓘ
Equation of State Calculations by Fast Computing Machines → influenced → Bayesian computation ⓘ
linked to: Markov chain Monte Carlo
Augusta H. Teller → fieldOfWork → Markov chain Monte Carlo ⓘ
Bayesian logistic regression → inferenceMethod → Markov chain Monte Carlo ⓘ
leapfrog integrator → usedFor → Hybrid Monte Carlo ⓘ
linked to: Markov chain Monte Carlo
leapfrog integrator → typicalUseContext → Markov chain Monte Carlo ⓘ
Stan → supportsMethod → Markov chain Monte Carlo ⓘ
NumPyro → supports → Markov chain Monte Carlo ⓘ
Arianna W. Rosenbluth → knownFor → Markov chain Monte Carlo methods ⓘ
linked to: Markov chain Monte Carlo
Arianna W. Rosenbluth → areaOfInfluence → Markov chain Monte Carlo ⓘ