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Hastings: general proposal-based Markov-chain sampling

Contribution grade

Monte Carlo methods · Scoped scientific or research-capability contribution

Reference score85,000Provisional editorial estimate of this exact contribution; its grade is assessed separately.

What changed

Generalized the Metropolis construction through proposal probabilities and acceptance ratios chosen to preserve a target distribution, while treating dependence and estimation error in Markov-chain samples.

Scientific scope

Generalized the Metropolis construction through proposal probabilities and acceptance ratios chosen to preserve a target distribution, while treating dependence and estimation error in Markov-chain samples. Scope limitation: The normalizing constant can cancel from the ratio, but validity still depends on the chain and target assumptions. Correlated draws are not independent samples, and detailed balance does not supply a finite-time mixing guarantee.

Evidence

Assessment uses the catalogue-linked source evidence for the stated contribution. The normalizing constant can cancel from the ratio, but validity still depends on the chain and target assumptions. Correlated draws are not independent samples, and detailed balance does not supply a finite-time mixing guarantee.

Contributors

Provisional WRS assessment, edition 2026-10-16.1. Independent expert calibration is pending. This grade does not certify correctness or assign ownership.

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