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A History of the Metropolis-Hastings Algorithm
David B. Hitchcock
The American Statistician
Vol. 57, No. 4 (Nov., 2003), pp. 254-257
Stable URL: http://www.jstor.org/stable/30037292
Page Count: 4
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The Metropolis-Hastings algorithm is an extremely popular Markov chain Monte Carlo technique among statisticians. This article explores the history of the algorithm, highlighting key personalities and events in its development. We relate reasons for the delay in the acceptance of the algorithm and reasons for its recent popularity.
The American Statistician © 2003 American Statistical Association