mcmc_gibbs_intro

代码说明：

  对马尔科夫链蒙特卡洛模拟和吉布斯采样的一个介绍文章，对了解这些方法非常有用！(We focus here on Markov Chain Monte Carlo (MCMC) methods, which attempt to simulate direct draws from some complex distribution of interest. MCMC approaches are so-named because one uses the previous sample values to randomly generate the next sample value, generating a Markov chain (as the transition probabilities between sample values are only a function of the most recent sample value).)

文件列表：

★mcmc-gibbs-intro.pdf,422178,2009-11-03