r语言mcmc算法可视化的相关内容

文章 2024-05-06 来自：开发者社区

R语言贝叶斯Metropolis-Hastings采样 MCMC算法理解和应用可视化案例

贝叶斯MCMC模拟是一个丰富的领域，涵盖了各种算法，共同目标是近似后验模型（点击文末“阅读原文”获取完整代码数据）。相关视频例如，使用的rstan包采用了一个Hamiltonian Monte C...

文章 2024-04-23 来自：开发者社区

R语言马尔可夫MCMC中的METROPOLIS HASTINGS，MH算法抽样（采样）法可视化实例

原文链接：http://tecdat.cn/?p=26324 介绍 Metropolis Hastings 算法是一种非常简单的算法，用于从难以采样的分布中生成样本。假设我们要从分布 π 中进行采样，我们将其称为“目标”分布。为简单起见，我们假设 π是实线上的一维分布，尽管它很容易扩展到一维以上（见下文）。 MH 算法通过模拟马尔可夫链来工作，其平稳...

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更新时间 2024-05-07 14:34:40

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