图 书 馆
近似贝叶斯计算：基于仿真的推理方法Approximate Bayesian computation: a simulation based approach to inference |
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| 课程网址: | http://videolectures.net/aispds08_wilkinson_abc/ |
| 主讲教师: | Richard Wilkinson |
| 开课单位: | 谢菲尔德大学 |
| 开课时间: | 2008-09-09 |
| 课程语种: | 英语 |
| 中文简介: |  |
| 课程简介: | There is a large class of stochastic models for which we can simulate observations from the model, but for which the likelihood function is unknown. Without knowledge of the likelihood function standard inference techniques such as Markov Chain Monte Carlo are impossible, as the unnormalized likelihood function is explicitly required for the calculation of an acceptance rate. In this talk I shall introduce a group of Monte Carlo methods that can be used to perform inference for stochastic models from which we can cheaply simulate observations. |
| 关 键 词: | 贝叶斯计算; 模拟; 推理 |
| 课程来源: | 视频讲座网 |
| 最后编审: | 2020-01-13：chenxin |
| 阅读次数: | 46 |