Metropolis-Hastings algorithm

proper noun

A Markov chain Monte Carlo method for obtaining a sequence of random samples from a probability distribution from which direct sampling is difficult.

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Meanings

proper nounthe Metropolis-Hastings algorithm
  1. mathematicsA Markov chain Monte Carlo method for obtaining a sequence of random samples from a probability distribution from which direct sampling is difficult.

Origin

Named after Nicholas Metropolis and W. K. Hastings.

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Cite this entry
APA

Metropolis-Hastings algorithm. (n.d.). In WatkinsX Dictionary. Retrieved November 3, 2026, from https://dictionary.watkinsx.com/word/Metropolis-Hastings%20algorithm

MLA

“Metropolis-Hastings algorithm.” WatkinsX Dictionary, https://dictionary.watkinsx.com/word/Metropolis-Hastings%20algorithm. Accessed November 3, 2026.

Chicago

WatkinsX Dictionary, s.v. “Metropolis-Hastings algorithm,” accessed November 3, 2026, https://dictionary.watkinsx.com/word/Metropolis-Hastings%20algorithm.

Source: Metropolis-Hastings algorithm on Wiktionary, CC BY-SA 4.0.