搜索资源列表
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
gibbs.met_1.1-3.tar
- 马尔可夫链蒙特卡洛算法,由R语言实现,是在Gibbs采样中每步利用Metropolis采样。程序非常清晰,是理解MCMC的好东西-Naive Gibbs Sampling with Metropolis Steps
OpenBUGS
- 这是国外研究Gibbs采样和Bayesian推理的研究人员写的工具包软件,最新版本为V1.4.3。很适合研究机器学习及其贝叶斯推理的科研人员使用。-The BUGS (Bayesian inference Using Gibbs Sampling) project is concerned with flexible software for the Bayesian analysis of complex statistical models using Markov chain Monte
ar_g
- PURPOSE: MCMC estimates Bayesian heteroscedastic AR(k) model imposing stability restrictions using Gibbs sampling y = b0 + y(t-1) b1 + y(t-2) b2 +,...,y(t-k) bk + E, E = N(0,sige*V), sige = gamma(nu,d0), b = N(c,T), V = diag(v1,v2,...
matlab-econometric-toolbox
- “Applied Econometrics using MATLAB”配套的计量经济Matlab包-MATLAB code for: 1. least-squares, simultaneous systems (2SLS,3SLS, SUR) 2. limited dependent variable (logit, probit, tobit) and Bayesian variants 3. time-series (VAR, BVAR, ECM) estim
MCMC
- 详解介绍MCMC,Gibbs抽样和MH算法,找这么多天最详细的-Detailed descr iption MCMC, Gibbs sampling and MH algorithm to find the most detailed so many days
gibbs
- Gibbs Sampling 这个绝妙的想法在1953年被 Metropolis想到了,为了研究粒子系统的平稳性质, Metropolis 考虑了物理学中常见的波尔兹曼分布的采样问题,首次提出了基于马氏链的蒙特卡罗方法,即Metropolis算法,并在最早的计算机上编程实现。Metropolis 算法是首个普适的采样方法,并启发了一系列 MCMC方法,所以人们把它视为随机模拟技术腾飞的起点。 Metropolis的这篇论文被收录在《统计学中的重大突破》中, Metropolis算法也被遴选为二十
MCMC
- 这是我学吉布斯采样时用的资料,Mabtlab文件是对当中的一个例子的重现。-This is the data I used when I learned Gibbs sampling,the Mabtlab file is the reproduction of an example in it.
daSVM-master
- Matlab implementation of the EM and MCMC algorithm for SVMs as introduced in the paper Data augmentation for support vector machines http://ba.stat.cmu.edu/journal/2011/vol06/issue01/polson.pdf-This is a Matlab implementation of the fancy idea by Pol
mcmcexamples
- MCMC(马尔科夫莫特卡洛)方法源代码,MCMC的具体方法有M-H法和Gibbs采样 -Markov Chain Monte Carlo
MCMC-with-Matlab
- 马尔可夫链蒙特卡罗(MCMC)入门学习资料,包括MetropolisSampling、Metropolis-Hastings Sampling、Gibbs Sampling。包含文档以及对应的程序!选自2011年MarkSteyvers的Computational Statistics with Matlab(MCMC)-MCMC learning materials of Computational Statistics with Matlab(MCMC) by MarkSteyvers, 2
tvpvar_m
- 对tvp-var的mcmc参数估计程序,使用的是gibbs算法(MCMC parameter estimation program for tvp-var)