mcmc蒙特卡洛算法的相关内容

文章 2024-04-25 来自：开发者社区

Python用MCMC马尔科夫链蒙特卡洛、拒绝抽样和Metropolis-Hastings采样算法

原文链接：http://tecdat.cn/?p=27267 我们将研究两种对分布进行抽样的方法：拒绝抽样和使用 Metropolis Hastings 算法的马尔可夫链蒙特卡洛方法 (MCMC)。像往常一样，我将提供直观的解释、理论和一些带有代码的示例。背景在...

文章 2022-12-20 来自：开发者社区

MCMC、蒙特卡洛近似和Metropolis算法简介

MCMC 是Markov Chain Monte Carlo 的简称，但在传统模拟中有一个很重要的假设是样本是独立的（independent samples），这一点在贝叶斯统计尤其是高纬度的模型中很难做到。所以MCMC的目的就是运用蒙特卡洛模拟出一个马可链（Markov chain)。如今，概率建模风靡一时，但是当我第一次了解它时，总有一件事情困扰我。许多贝叶斯建模方法都需要计算积分，而我看到....

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更新时间 2024-04-30 19:13:03

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