Description: 本源码是基于Markov chain Monte Carlo (MCMC)的Bayesian inference工具包,其中包括MCMC采样，基于MCMC的高斯分类，同时描述了采样的一些方法。其中还有使用文档-toolbox is a collection of Matlab functions for Bayesian inference
with Markov chain Monte Carlo (MCMC) methods Platform: |
Size: 11885568 |
Author:吴晓明 |
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Description: 以“一主三从”主从多机通信系统为物理模型，研究应用马尔可夫链建立仿真算法及蒙特卡洛法建立了数学模型，通过将完整的系统元件化，并对每个元件创立各自的状态转移机模型，仿真运行状态，实现了对于这一通信系统的可靠性建模评估。-" One the main three from the" master-slave multi-communication system for the physical model to study the application of Markov chain Monte Carlo simulation algorithm and the mathematical model established through the will of a complete system components, and the creation of each component their respective state transition model, the simulation run, and the realization of a communication system for the assessment of the reliability of modeling. Platform: |
Size: 17408 |
Author:pobenliu |
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Description: the book <<Simulation and Monte Carlo With applications in finance and MCMC >> about MONte carlo method applying to finance problem and markov chain and markov decision process. Platform: |
Size: 3390464 |
Author:胡桃 |
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Description: 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 models with a Gaussian prior on the parameter values. Platform: |
Size: 29696 |
Author:王而山 |
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Description: 马尔可夫链蒙特卡洛方法在matlab中的实现程序-Markov chain Monte Carlo method in the realization of program matlab Platform: |
Size: 19456 |
Author:陈文军 |
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Description: 本程序是基于马尔可夫链蒙特卡尔理论的贝叶斯工具。版本为MCMC Methods for MLP and GP and Stuff (for Matlab) V2.1 -A collection of matlab functions for Bayesian inference with Markov chain Monte Carlo (MCMC) methods. The purpose of this toolbox was to port some of the features in fbm to matlab for easier development for matlab users.
Platform: |
Size: 11837440 |
Author:hu |
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Description: MCMC代码，非常适合初学者进行试验，加深理解，马尔可夫链蒙特卡罗-MCMC code, ideal for beginners to experiment, to deepen understanding, Markov chain Monte Carlo Platform: |
Size: 76800 |
Author:tianw |
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Description: 蒙特卡洛——马尔科夫链的收敛诊断工具箱，程序可用-Markov chain Monte Carlo (MCMC) convergence diagnostics in Matlab at Laboratory of Computational Engineering. Platform: |
Size: 33792 |
Author:labyrinth |
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Description: 基于马尔可夫链的蒙特卡洛方法在matlab中的实现程序-Based on markov chain monte carlo method is implemented in the matlab program Platform: |
Size: 17408 |
Author:孙彬 |
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Description: Included in this distribution is matlab code to generate posterior samples for
linear Gaussian and binary matrix factorization (noisy-or) Indian Buffet
Process models. Three different posterior sampling algorithms are provided:
Gibbs, reversible jump Markov chain Monte Carlo (RJMCMC), and sequential
importance sampling (SIS). Only the Gibbs and SIS samplers are provided for
the linear Gaussian IBP models.-Included in this distribution is matlab code to generate posterior samples for
linear Gaussian and binary matrix factorization (noisy-or) Indian Buffet
Process models. Three different posterior sampling algorithms are provided:
Gibbs, reversible jump Markov chain Monte Carlo (RJMCMC), and sequential
importance sampling (SIS). Only the Gibbs and SIS samplers are provided for
the linear Gaussian IBP models. Platform: |
Size: 8368128 |
Author:赵逸笙 |
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Description: 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.
Platform: |
Size: 1024 |
Author: |
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Description: MCMC方法是一种重要的模拟计算方法，马尔可夫链蒙特卡尔理论(Markov chain Monte Carlo：MCMC)的研究对建立可实际应用的统计模型开辟了广阔的前景。90年代以来，很多应用问题都存在着分析对象比较复杂与正确识别模型结构的困难。现在根据MCMC理论，通过使用专用统计软件进行MCMC模拟，可解决许多复杂性问题。此外，得益于MCMC理论的运用，使得贝叶斯(Bayes)统计得到了再度复兴，以往被认为不可能实施计算的统计方法变得是很轻而易举了。(The MCMC method is an important simulation method. The research of Markov chain Monte Carlo:MCMC (Markov) has opened up a broad prospect for the establishment of a practically applicable statistical model. Since 90s, many application problems have been difficult to analyze the complexity of the analysis objects and to identify the structure of the model correctly. Now, according to the MCMC theory, MCMC simulation can be done by using special statistical software to solve many complex problems. In addition, thanks to the application of MCMC theory, Bias's (Bayes) statistics has been revived again, and the statistical method which was previously considered impossible to carry out the calculation became very easy.) Platform: |
Size: 15360 |
Author:me_english |
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Description: 马尔科夫链蒙特卡洛模拟，用于金融数学模型的参数估计等作用。(markov chain monte carlo simulation is used to be parameter estimation for financial mathematical models.) Platform: |
Size: 15360 |
Author:zszhg |
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Search - Markov Chain Monte Carlo matlab