r语言metropolis-hastings采样算法可视化的相关内容

文章 2024-05-06 来自：开发者社区

R语言贝叶斯Metropolis-Hastings采样 MCMC算法理解和应用可视化案例

贝叶斯MCMC模拟是一个丰富的领域，涵盖了各种算法，共同目标是近似后验模型（点击文末“阅读原文”获取完整代码数据）。相关视频例如，使用的rstan包采用了一个Hamiltonian Monte C...

文章 2024-04-17 来自：开发者社区

R语言使用Metropolis-Hastings采样算法自适应贝叶斯估计与可视化

如果您可以写出模型的似然函数，则 Metropolis-Hastings算法可以负责其余部分（即MCMC ）。我写了r代码来简化对任意模型的后验分布的估计。具体如下： 1）定义模型（即概率先验）。在此示例中，让我们构建一个简单的线性回归模型（对数）。 a<-pars[...

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更新时间 2024-05-07 14:35:02

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