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Description: 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
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Author: Jerry |
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Description: 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 Carlo (MCMC) methods. The project began in 1989 in the MRC Biostatistics Unit and led initially to the `Classic BUGS program, and then onto the WinBUGS software developed jointly with the Imperial College School of Medicine at St Mary s, London. Development now also includes the OpenBUGS project in the University of Helsinki, Finland. There are now a number of versions of BUGS, which can be confusing.
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Author: 王磊 |
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Description: 对马尔科夫链蒙特卡洛模拟和吉布斯采样的一个介绍文章，对了解这些方法非常有用！-We focus here on Markov
Chain Monte Carlo (MCMC) methods, which attempt to simulate direct draws
from some complex distribution of interest. MCMC approaches are so-named because one uses the previous sample values to randomly generate the next sample
value, generating a Markov chain (as the transition probabilities between sample values are only a function of the most recent sample value).
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Author: 许飞扬 |
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Description: 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
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Size: 2048 |
Author: 汪鹏 |
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Description: mcmc图像恢复中的一种方法，gibbs图像恢复，利用此代码方便实现另外的一些图像恢复代码的移植。-mcmc picture reconstruction
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Author: luke |
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Description: 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,...vn), r/vi = ID chi(r)/r, r = Gamma(m,k)- 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,...vn), r/vi = ID chi(r)/r, r = Gamma(m,k)
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Author: Jack |
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Description: “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) estimation and accompanying forecasting functions
4. ridge, Theil-goldberger, switching regimes, robust regression
5. regression diagnostics, e.g. Belsley, Kuh Welsch, Cook-Weisberg
6. cointegration testing
7. statistical distributions (CDF, PDF and random deviate generation)
8. Bayesian Gibbs sampling estimation and MCMC convergence diagnostics
9. maximum likelihood and Bayesian spatial econometrics functions
10. lots of other stuff, over 350 functions
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Author: huangjing |
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Description: 此为一篇介绍mcmc方法的外文文献 非常适合刚刚接触mcmc方法的初学者-This paper introduces the readers of the Proceedings
to an important class of computer based simulation
techniques known as Markov chain Monte Carlo
(MCMC) methods. General properties characterizing
these methods will be discussed, but the main emphasis
will be placed on one MCMC method known as the
Gibbs sampler. The Gibbs sampler permits one to simulate
realizations from complicated stochastic models in
high dimensions by making use of the model’s associated
full conditional distributions, which will generally have
a much simpler and more manageable form. In its most
extreme version, the Gibbs sampler reduces the analysis
of a complicated multivariate stochastic model to the
consideration of that model’s associated univariate full
conditional distributions.
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Author: long li |
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Description: java编写的关于基于蒙特卡罗方法的吉布斯采样在主题模型中应用的例子。-java LDA gibbs samplling mcmc
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Author: suejl |
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Description: 详解介绍MCMC，Gibbs抽样和MH算法，找这么多天最详细的-Detailed description MCMC, Gibbs sampling and MH algorithm to find the most detailed so many days
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Author: 赵纪炜 |
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Description: 由matlab实现的从高斯分布数据中进行Gibbs采样的示例程序，代码中我已加注释，比较好理解，对于学习MCMC的同学比较有帮助。当初我理解GIbbs采样非常痛苦，希望这份代码对与我有相同经历的同学帮上忙-Realized by MATLAB the Gauss distribution data of Gibbs sampling sample program, the code I have to add a comment, is better understood, more helpful for students learning MCMC. I understand GIbbs sampling is very painful, hope this code on and I have the same experience of the students help
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Author: Arogon |
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Description: Markov Chain Monte Carlo and Gibbs Sampling
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Author: yyq |
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Description: 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世纪的十个最重要的算法之一。-Gibbs Sampling
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Author: ljf |
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Description: 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.
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Size: 604160 |
Author: 陈青霞 |
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Description: 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 Polson & Scott that reformulates the traditional binary linear SVM problem into a MAP (Maximum a Posteriori) estimation in a probabilistic generative model, and by use of the technique of data augmentation, makes it possible to do very easy and fast Gibbs sampling for the solution.
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Author: saisai |
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Description: 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
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Author: Causs |
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Description: 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, 2011
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Author: 赵 |
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Description: 适用于空间计量的各种模型，包括SVAR SEM SMD 等，以及各种检验，如LM Walds等-least-squares, simultaneous systems (2SLS,3SLS, SUR)
limited dependent variable (logit, probit, tobit) and Bayesian variants
time-series (VAR, BVAR, ECM) estimation and accompanying forecasting functions
ridge, Theil-goldberger, switching regimes, robust regression
regression diagnostics, e.g. Belsley, Kuh Welsch, Cook-Weisberg
cointegration testing
statistical distributions (CDF, PDF and random deviate generation)
Bayesian Gibbs sampling estimation and MCMC convergence diagnostics
maximum likelihood and Bayesian spatial econometrics functions
lots of other stuff, over 350 functions
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Size: 6194176 |
Author: 田田 |
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Description: mcmc学习代码，gibbs抽样,zheng tai fang fa-mcmc,learning programm,gibbs samplers
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Author: weixy |
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Description: 吉布斯(Gibbs)抽样方法是 Markov Chain Monte Carlo(MCMC)方法的一种,也是应用最为广泛的一种(The simplest Gibbs sampling is a special case of Metropolis-Hastings algorithm, while the extension of Gibbs sampling can be regarded as a universal sampling system. This system takes a sample of each (or each) variable by rotation and combines a Metropolis-Hastings algorithm (or more complex algorithms, such as slice sampling, adaptive rejection sampling, and adaptive rejection Metropolis algorithm) to take a step or multistep sampling of a large number of variables.)
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Author: Lynn12345 |
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