MCMC

上传者: 42137539 | 上传时间: 2022-04-30 16:07:38 | 文件大小: 5.06MB | 文件类型: ZIP
马尔可夫链蒙特卡洛 我从头开始实现Python中的Metropolis-Hastings算法,以查找虚拟数据示例的参数分布,然后找到现实世界中的问题。 我将仅使用numpy来实现该算法,并使用matplotlib来呈现结果。 可以在需要时使用Scipy计算密度函数,但我还将展示如何使用numpy来实现它们。 MH-Gibbs已添加到此仓库中。

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