mcmc hastings算法采样的相关内容

阿里云文档 2024-05-09

随机采样算法组件的配置方法

随机采样算法组件按照给定的比例或者数目，对输入进行随机采样，每次采样是各自独立的。

文章 2024-04-23 来自：开发者社区

R语言马尔可夫MCMC中的METROPOLIS HASTINGS，MH算法抽样（采样）法可视化实例

原文链接：http://tecdat.cn/?p=26324 介绍 Metropolis Hastings 算法是一种非常简单的算法，用于从难以采样的分布中生成样本。假设我们要从分布 π 中进行采样，我们将其称为“目标”分布。为简单起见，我们假设 π是实线上的一维分布，尽管它很容易扩展到一维以上（见下文）。 MH 算法通过模拟马尔可夫链来工作，其平稳...

文章 2024-04-17 来自：开发者社区

R语言实现MCMC中的Metropolis–Hastings算法与吉布斯采样

创建测试数据作为第一步，我们创建一些测试数据，用于拟合我们的模型。让我们假设预测变量和响应变量之间存在线性关系，因此我们采用线性模型并添加一些噪声。我将x值平衡在零附近以“去相关”斜率和截距。 trueA <- 5 trueB <- 0 tr...

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随机采样算法组件的配置方法

R语言马尔可夫MCMC中的METROPOLIS HASTINGS，MH算法抽样（采样）法可视化实例

R语言实现MCMC中的Metropolis–Hastings算法与吉布斯采样

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