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blogreg
- 实现在参数先验是高斯分布情况下,利用马尔科夫链蒙特卡洛算法来对Logistic 回归模型参数的后验分布进行抽样 -It implements different Markov Chain Monte Carlo strategies for sampling from the posterior distribution over the parameter values for Logistic Regression mode
Gibbs
- MCMC(马尔科夫链蒙特卡洛)中对于高斯分布的Gibbs采样算法-MCMC Gibbs Sampler
mcmcsum
- 马尔科夫链蒙特卡洛算法的一个例子,希望有所帮助-Markov chain Monte Carlo algorithm is an example to help
MCMC-
- 欧式看涨亚式期权的马尔科夫链蒙特卡洛数值模拟算法-European call Asian Options Simulation Markov chain Monte Carlo algorithm
DREAM-V3.0
- 差分进化自适应Metropolis算法Matlab工具箱,是一种马尔科夫链蒙特卡洛(MCMC)工具.带演示例子.-DREAM runs multiple different chains simultaneously for global exploration, and automatically tunes the scale and orientation of the proposal distribution using di
MCMC
- 基于模拟退火算法的马尔科夫蒙特卡洛算法matlab程序,实现了对levy函数的优化。-A Markov Chain Monte Carlo alogrithm based on annealing phenomenon,which maximzies and minimizes the levy function.
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- matlab 实现的MCMC算法 马尔科夫链蒙特卡洛模拟的matlab源代码-MCMC MCMC Markov Chain Monte Carlo Tools Copyright (c) 1998, Harvard University. Full copyright in the file Copyright There are three parts to this library of rou
MCMCMH
- 马尔科夫蒙特卡洛,通过MH算法对初始状态和状态转移矩阵进行预测-Markov Chain Monte Carlo, by MH algorithm to the initial state and the state transition matrix to predict
Monte Carlo
- 通过matlab仿真蒙特卡洛的马尔可夫算法(By MATLAB simulation, Monte Carlo Markov algorithm)
算法
- 马尔科夫蒙特卡洛算法的MATLAB应用示例(code for MCMC in MATLAB)
matlablistings
- 马尔科夫链蒙特卡洛算法简单实例,模式识别,参数识别(mcmc,bayesian,Based on markov chain monte carlo method is implemented in the matlab program)