2022-12-08

WARNING: This article may be obsolete
This post was published in 2022-12-08. Obviously, expired content is less useful to users if it has already pasted its expiration date.
This article is categorized as "Garbage" . It should NEVER be appeared in your search engine's results.


MCMC的复习

MCMC

在整理之前的笔记前,对这部分内容的基本印象:一种算法,用于生成一系列数据,这些数据的分布满足某个事先制定的概率密度函数模型。比如:生成10000个数据,这些数据遵循mean=0, cov=1的 正态分布  .

当然,确实如此:🔗 [2022-08-20 - Truxton's blog] https://truxton2blog.com/2022-08-20/


吉布斯抽样和MCMC

吉布斯抽样和mcmc

gibbs sampling and mcmc

吉布斯抽样=简化版的一种mcmc

已知概率密度函数,抽出/虚空产出 一些样本,让这些样本满足概率密度函数


非常简单的吉布斯抽样example

非常简单的吉布斯抽样example:

李航统计学习方法p378

把它理解得更简单一些:



 Last Modified in 2023-03-27 

Leave a Comment Anonymous comment is allowed / 允许匿名评论