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近似贝叶斯计算：是什么，为什么以及怎么样？Approximate Bayesian Computation: What, Why and How? |
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| 课程网址: | http://videolectures.net/aistats2010_tavare_abc/ |
| 主讲教师: | Simon Tavaré |
| 开课单位: | 美国国立卫生研究院 |
| 开课时间: | 2010-06-17 |
| 课程语种: | 英语 |
| 中文简介: |  |
| 课程简介: | Approximate Bayesian Computation (ABC) arose in response to the difficulty of simulating observations from posterior distributions determined by intractable likelihoods. The method exploits the fact that while likelihoods may be impossible to compute in complex probability models, it is often easy to simulate observations from them. ABC in its simplest form proceeds as follows: (i) simulate a parameter from the prior; (ii) simulate observations from the model with this parameter; (iii) accept the parameter if the simulated observations are close enough to the observed data. The magic, and the source of potential disasters, is in step (iii). This talk will outline what we know (and don't!) about ABC and illustrate the methods with applications to the fossil record and stem cell biology. |
| 关 键 词: | 贝叶斯方程; 概率模型; 计算; 参数 |
| 课程来源: | 视频讲座网 |
| 最后编审: | 2020-03-26：chenxin |
| 阅读次数: | 228 |