Introduction to mcmc Brief history The invention of computer stimulates simulation methods Metropolis et al. (1953 simulated a liquid in equilibrium with its gas phase by a markov chain Hastings(1970) generalized the metropolis algorithm, and simulations following his scheme are said to use the metropolis-Hastings algorithm A special case of the metropolis-Hastings algorithm was introduced by geman and Geman (1984) Simulations following their scheme are said to use the gibbs sampler. Green(1995) generalized the metropolis-Hastings algorithm Metropolis-Hastings-Green agorithmIntroduction to MCMC • Brief history – The invention of computer stimulates simulation methods. – Metropolis et al.(1953) simulated a liquid in equilibrium with its gas phase by a Markov chain. – Hastings (1970) generalized the Metropolis algorithm, and simulations following his scheme are said to use the Metropolis-Hastings algorithm. – A special case of the Metropolis-Hastings algorithm was introduced by Geman and Geman (1984). Simulations following their scheme are said to use the Gibbs sampler. – Green (1995) generalized the Metropolis–Hastings algorithm: Metropolis–Hastings–Green algorithm