name |
·ù±Ù°ü ±³¼ö |
[2004.04.19] HIT:3887
|
title |
¼ö¾÷Àü º£ÀÌÁö¾È Ãß·Ð, MCMC µî ¼÷Áö ¿ä¸Á |
³»ÀϺÎÅÍ 3ÁÖ°£ ³»°¡ °ÀǸ¦ ÇÕ´Ï´Ù.
³» ¼ö¾÷¿¡ ¿À±â Àü ±èÀ翵±³¼ö²²¼
°ÀÇÇÑ ³»¿ë °¡¿îµ¥ º£ÀÌÁö¾È Ãß·Ð,
»çÈĺÐÆ÷, MCMC, Gibbs sampling,
Metropolis-Hastings Algorithm µî¿¡
°üÇÏ¿© º¹½ÀÀ» ÅëÇØ ¼÷ÁöÇϱ⠹ٶø´Ï´Ù.
ÀÚ·á:
1. ±èÀ翵 ±³¼ö´Ô °ÀÇÇÑ ³»¿ë
2. ³»°¡ °Ô½ÃÇÑ ÀÚ·á °¡¿îµ¥ °Ô½Ã¹° (4)¿Í (4-1)
3. Greenberg and Chib, "Understanding Metropolis
Hastings Algorithm," American Statistician, 1995.
·ù±Ù°ü ±³¼ö |
|