搜索资源列表
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_test
- python code for stard Markov chain Monte Carlo algorithm. In this example, MCMC is used to find position of high probability of a simple distribution function. Application in identification of model parameters is similar in that the highest probable
AutoMix.tar
- automatic reversible jump MCMC 的实现代码- automatic reversible jump MCMC
7777777mcmcexample
- 这是一个基于马尔科夫链的蒙特卡罗历程，可以帮助初学者理解-based on a Markov chain Monte Carlo process, can help beginners understand MCMC
ADAPTIVE_MCMC
- 马尔可夫蒙特卡罗抽样程序，可供统计学使用-adaptive MCMC program
MCMC_Metropolis_hasting_1D
- MCMC算法,metropolis hasting算法的实现代码，可以正常运行，我在其中加入了自己的注释，对于正在学习MCMC采样的同学会提供一定的帮助。-MCMC metropolis hasting algorithm demonstration
module
- 该程序为基于粒子滤波的一种新算法,综合MCMC Bayesian Model Selection即MONTE CARLO马尔克夫链的算法,用来实现目标跟踪,多目标跟踪,及视频目标跟踪及定位等-The program for a new algorithm based on particle filter, comprehensive MCMC Bayesian Model Selection is MONTE CARLO algorithm of marek s chain, used to i
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.
mcmcstat
- 马尔科夫链蒙特卡洛模拟（MCMC）matlab工具箱-Markov chain Monte Carlo (MCMC) matlab toolbox
Econometrics-Toolbox
- MATLAB MCMC工具箱，主要是计量经济学方法。-MATLAB MCMC toolbox, is mainly the econometrics method.
mcmcstuff
- MCMC technique for machine learning
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.
MCMC
- MC matlab示例-MC matlab
Gen_Mar_Chain
- 利用MCMC（马尔科夫蒙特卡洛）方法，产生平稳的马尔科夫链-Use MCMC (Markov Chain Monte Carlo) methods produce smooth Markov chain
MCMC
- 马尔科夫-蒙特卡洛模拟。用于多种模拟分析预测。方便大家使用-Markov- Monte Carlo simulation. For a variety of simulation analysis and forecasting. Facilitate the use of
MH_VISUALIZATION
- This M-file illustrate the concept of MCMC algorithm with an animation
MCMC_tracking
- 主要是根据carmi,septier and godsill在2012年发表的一篇文章的源程序-the algorithms coded in thisfile are proposed in carmi,septier and godsill, The Gaussian mixture MCMC particle algorithm for dynamic cluster tracking
2008112616515561415
- 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 routines. 1.*[rnd,pdf,lpr].m-
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