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mcmc_gibbs_intro

于 2010-06-30 发布 文件大小:291KB
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  对马尔科夫链蒙特卡洛模拟和吉布斯采样的一个介绍文章,对了解这些方法非常有用!(We focus here on Markov Chain Monte Carlo (MCMC) methods, which attempt to simulate direct draws from some complex distribution of interest. MCMC approaches are so-named because one uses the previous sample values to randomly generate the next sample value, generating a Markov chain (as the transition probabilities between sample values are only a function of the most recent sample value).)

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★mcmc-gibbs-intro.pdf,422178,2009-11-03

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