Metropolis-Hastings相关论文
潜在主题模型(LDA)是一种常用的文本分析方法,它把文本看成一个单词的集合,通过分析词语的含义和使用背景来挖掘文本的潜在信息。......
太阳准周期振荡是太阳大气中等离子体在较宽波长范围内对电磁辐射的节律性调制。它通常在太阳耀斑、太阳黑子和日冕的综合光曲线中......
为了解决传统粒子滤波器粒子退化与贫乏问题,提出了快速变异的遗传重采样粒子滤波算法。该算法将快速Metropolis-Hastings(MH)移动......
为了解决传统粒子滤波器粒子退化与贫乏问题,提出了快速变异的遗传重采样粒子滤波算法。该算法将快速Metropolis-Hastings(MH)移动......
为了解决粒子滤波算法中重采样后粒子中包含重复点过多，从而丧失了粒子的多样性等问题，文中在重采样后引入一个马尔可夫链蒙特卡罗（MC......
In this paper we have demonstrated the ability of the new Bayesian measure of evidence of Yin (2012, Computational Stati......
A Bayesian Inference Approach to Reduce Uncertainty in Magnetotelluric Inversion: A Synthetic Case S
The deterministic geophysical inversion methods are dominant when inverting magnetotelluric data whereby its results lar......
This study considers the estimation of Maximum Likelihood Estimator and the Bayesian Estimator of the Weibull distributi......
A random walk Metropolis-Hastings algorithm has been widely used in sampling the parameter of spatial interaction in spa......
Yin [1] has developed a new Bayesian measure of evidence for testing a point null hypothesis which agrees with the frequ......
This paper mainly talks about a popular approach of volatility of a GARCH-type model in R, while the disturbances are in......
Metropolis-Hastings algorithms are slowed down by the computation of complex target distributions. To solve this problem......
本文通过MCMC方法,对波动率指数期货(VIX Futures)单因素和多因素模型的参数以及状态变量进行贝叶斯统计推断。本文选择均值回归模......
本文采用Bayes方法对空间滞后模型进行全面分析。在构建模型的贝叶斯框架时，对模型系数与误差方差分别选取正态先验分布和逆伽玛先......
