2013年1月4日

Gibbs Sampler (Python recipe)
摘要： http://code.activestate.com/recipes/413086-gibbs-sampler/The gibbs sampler is an iterative conditional sampler from multidimensional probability density functions (PDFs). The resulting sample is plotted as a scatter plot with the Matplotlib module.## {{{ http://code.activestate.com/recipes/413086/ ( 阅读全文
posted @ 2013-01-04 17:21 rongyilin 阅读(594) 评论(0) 推荐(0)
Metropolis-Hastings Sampler (Python recipe)
摘要： http://code.activestate.com/recipes/414200-metropolis-hastings-sampler/The Metropolis-Hastings Sampler is the most common Markov-Chain-Monte-Carlo (MCMC) algorithm used to sample from arbitrary probability density functions (PDF). Suppose you want to simulate samples from a random variable which can 阅读全文
posted @ 2013-01-04 17:10 rongyilin 阅读(673) 评论(0) 推荐(0)

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