动态模拟方法：马尔科夫链蒙特卡洛方法][Markov Chain Monte Carlo]

动态模拟方法：马尔科夫链蒙特卡洛方法 Markov Chain Monte Carlo


课程网址:	http://videolectures.net/mlss09uk_murray_mcmc/
主讲教师:	Iain Murray
开课单位:	爱丁堡大学
开课时间:	2009-11-02
课程语种:	英语
课程简介:	The Markov chain Monte Carlo method (MCMC) was produced in the early 1950s. It is a Monte Carlo method based on Bayesian theory and computer simulation. In this method, Markov process is introduced into Monte Carlo simulation to realize the dynamic simulation that the sampling distribution changes with the simulation, which makes up for the defect that the traditional Monte Carlo integration can only simulate statically. MCMC is a simple and effective calculation method, which has been widely used in many fields, such as statistics, Bayesian problems, computer problems and so on.
关键词:	动态模拟; 统计; 方法
课程来源:	视频讲座网
数据采集:	2020-09-23：csy
最后编审:	2020-12-15：chenxin
阅读次数:	105

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