AP Statistics Curriculum 2007 Bayesian Gibbs

From Socr

(Difference between revisions)
Jump to: navigation, search
Line 1: Line 1:
==[[EBook | Probability and Statistics Ebook]] - Expectation Maximization Estimation, Gibbs Sampling and Monte Carlo Simulations==
==[[EBook | Probability and Statistics Ebook]] - Expectation Maximization Estimation, Gibbs Sampling and Monte Carlo Simulations==
-
Gibbs sampling is an algorithm to generate a sequence of samples from the joint probability distribution of two or more random variables. The purpose of this sequence is to approximate the joint distribution, or to compute an expected value. Gibbs sampling is a special case of the Metropolis-Hastings algorithm also making it an example of a Markov chain Monte Carlo algorithm.  
+
Gibbs sampling is an algorithm to generate a sequence of samples from the joint probability distribution of two or more random variables. The purpose of this sequence is to approximate the joint distribution, or to compute an expected value. Gibbs sampling is a special case of the Metropolis-Hastings algorithm, also making it an example of a Markov chain Monte Carlo algorithm.  
==Introduction to numerical methods==
==Introduction to numerical methods==

Revision as of 17:37, 28 June 2010

Contents

Probability and Statistics Ebook - Expectation Maximization Estimation, Gibbs Sampling and Monte Carlo Simulations

Gibbs sampling is an algorithm to generate a sequence of samples from the joint probability distribution of two or more random variables. The purpose of this sequence is to approximate the joint distribution, or to compute an expected value. Gibbs sampling is a special case of the Metropolis-Hastings algorithm, also making it an example of a Markov chain Monte Carlo algorithm.

Introduction to numerical methods

EM algorithm

Data augmentation by Monte Carlo

The Gibbs Sampler

Rejection Sampling

Metropolis Hastings Algorithm

Generalized Linear Model

See also

References




Translate this page:

(default)

Deutsch

Español

Français

Italiano

Português

日本語

България

الامارات العربية المتحدة

Suomi

इस भाषा में

Norge

한국어

中文

繁体中文

Русский

Nederlands

Ελληνικά

Hrvatska

Česká republika

Danmark

Polska

România

Sverige

Personal tools