马尔可夫链蒙特卡罗(MCMC)入门学习资料我要分享

Introduction to Markov chain Monte Carlo (MCMC)

Gibbs程序 MCMC-Metropolis hastings MCMC-Gibbs 马尔可夫链

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开发平台: matlab

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中文说明:

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)


English Description:

Introduction to Markov chain Monte Carlo (MCMC) learning materials, including metropolis sampling, metropolis Hastings sampling, Gibbs sampling. Contains documents and corresponding procedures! Computational statistics with MATLAB (MCMC) by mark steyvers in 2011


代码预览

2011_MarkSteyvers_Computational Statistics with Matlab(MCMC).pdf

matlablistings

..............\bivexp.m

..............\cauchy.m

..............\ch1_showcumulative1.m

..............\ch1_showdistributions.m

..............\ch2_bivnormal_MH.m

..............\ch2_demo2_metropolis.m

..............\ch2_demo6_MH.m

..............\ch2_mallows_MH.m

..............\ch3_posteriorinference_weibull.m

..............\kendalltau.m

..............\rtdata1.mat