Talk:Metropolis-Hastings algorithm

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Hello. A comment on the title -- I've never seen the method in question called by "Metropolis-Hastings Markov Chain Monte Carlo Sampling". A google search finds only two instances of the words in the title ([1] and [2]), excluding many Wikipedia copies. I think the shorter names "Metropolis-Hastings algorithm" and "Markov chain Monte Carlo" are more common. I'm inclined to rename the article to "Markov chain Monte Carlo" and make "Metropolis-Hastings algorithm" redirect to that. Any comments? Happy editing, Wile E. Heresiarch 22:59, 6 Mar 2004 (UTC)

I think "Markov chain Monte Carlo" is often used for more general class of algorithms, including Metropolis-Hastings and other algorithms. So, it might be better to rename this article "Metropolis-Hastings algorithm". Andris 23:06, 6 Mar 2004 (UTC)

OK, thanks for your input. I am going to rename the article to "Metropolis-Hastings algorithm" now. Wile E. Heresiarch 03:18, 7 Mar 2004 (UTC)

Shouldn't there be a separate entry for just the Metropolis algorithm? I don't think the extensions by Hastings are widely-known (Google: 34,300 vs. 9,310). 21:18, 26 Aug 2004 (UTC)

I agree. I am writing an article on the "plain" Metropolis algorithm which I certainly believe to be more commonly used (at least it is in my field). Will add to wikipedia when its a more properly formulated Jackliddle 03:33, 20 Nov 2004 (UTC)

I think it would be clearer to say that if the proposed value is rejected then x^{t+1}=x^t. I got confused because I assumed that the algorithm was repeated (without stepping the time) until a proposed value was accepted.

I found this very confusing as well. The article should say exactly what happens when the proposed value is rejected. I don't know so I can't edit it. Dlakelan

The N function needs to be defined. It seems to be a sum of gaussians? The way it is written, it appears to be a single gaussian in a high dimensional space. --72.33.96.204 19:23, 16 May 2006 (UTC)

There seems to be a typo in the last display. If a>1, we would accept the proposal, x', not x_t. --Youyifong 06:38, 28 July 2006 (UTC)