Lecturer : Alistair Sinclair Scribes : Yanlei Diao and Xiaofeng Ren

نویسندگان

  • Alistair Sinclair
  • Yanlei Diao
  • Xiaofeng Ren
چکیده

The Metropolis process is an extremely general recipe for constructing a Markov chain which has any desired stationary distribution π on a finite set Ω. Moreover, this distribution can be specified just by a weight function w : Ω → R, so that π(x) = w(x) Z where Z is an unknown normalizing factor. The Metropolis process is named after one of its inventors [MR+53]. To specify the Metropolis process, we need to provide two things:

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تاریخ انتشار 2007