This study considers using Metropolis-Hastings algorithm for stochastic simulation of chemical reactions. The proposed method uses SSA (Stochastic Simulation Algorithm) distribution which is a standard method for solving well-stirred chemically reacting systems as a desired distribution. A new numerical solvers based on exponential form of exact and approximate solutions of CME (Chemical Master...

large cities and metropolitan areas in developing countries are growing rapidly. these areas grew by attracting all facilities, services and capital of the country. tehran has been the major city and center for decision and policy making in various administrative, political, economic and socialaspects. this political focus has brought economic, social, educational focus that attracted a vast ma...

We introduce an adaptive output-sensitive Metropolis-Hastings algorithm for probabilistic models expressed as programs, Adaptive Lightweight Metropolis-Hastings (AdLMH). The algorithm extends Lightweight Metropolis-Hastings (LMH) by adjusting the probabilities of proposing random variables for modification to improve convergence of the program output. We show that AdLMH converges to the correct...

But how do we actually construct a Markov chain with a stationary distribution equal to our target distribution? Also, we want this method to have a good (that is, small) mixing time. The Metropolis method allows us achieve these goals by defining our Markov chain as a random walk over a suitably defined graph. We define the approach as follows. Say we which to sample values i ∈ Ω from a distri...

This article considers Monte Carlo integration under rejection sampling or Metropolis-Hastings sampling. Each algorithm involves accepting or rejecting observations from proposal distributions other than a target distribution. While taking a likelihood approach, we basically treat the sampling scheme as a random design, and define a stratified estimator of the baseline measure. We establish tha...

We show that sampling with a biased Metropolis scheme is essentially equivalent to using the heatbath algorithm. However, the biased Metropolis method can also be applied when an efficient heatbath algorithm does not exist. This is first illustrated with an example from high energy physics (lattice gauge theory simulations). We then illustrate the Rugged Metropolis method, which is based on a s...

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