搜索资源列表
mcmc0302
- 用于mcmc模拟相关源代码,每个函数都有相应的说明-Analog relevant source code for mcmc
LDAGibbsSampling-master
- 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
Distributed-GibbsLDA
- 基于mapreduce的分布式蒙特卡罗 的采样方法用于主题模型的推断-mcmc, mapreduce,lda
Density
- 对蒙特卡洛模拟(mcmc)的金融方面的应用。有关dentisity-dentsity of mcmc for finance.
mcmc
- R软件的程序代码+蒙特卡罗马尔科夫模型+系数的估计+预测-R code+MONT CAROL MARKOV+forecast
rjMCMC
- matlab解决MCMC问题的源代码 源于剑桥一篇report -use matlab solve MCMCproblems
MCMC_1
- 利用MCMC方法实现参数估计过程,简单的线性估计-Use MCMC methods to achieve parameter estimation process, a simple linear estimation
MCVEM_version1-0.tar
- This the MATLAB code that was used to produce the figures and tables in Section V of F. Forbes and G. Fort, Combining Monte Carlo and mean-field like methods for inference in Hidden Markov Random Fields, Accepted for
MCMC_Gibbs
- 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, i
MCMC-
- 欧式看涨亚式期权的马尔科夫链蒙特卡洛数值模拟算法-European call Asian Options Simulation Markov chain Monte Carlo algorithm
DREAM-V3.0
- 差分进化自适应Metropolis算法Matlab工具箱,是一种马尔科夫链蒙特卡洛(MCMC)工具.带演示例子.-DREAM runs multiple different chains simultaneously for global exploration, and automatically tunes the scale and orientation of the proposal distribution using di
caushy
- 利用MCMC来取柯西分布的随机数,使用的是M-H采样。-MCMC to take advantage of the Cauchy distribution random number, using MH sampling.
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
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
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 algorit
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.