AP Statistics Curriculum 2007 Bayesian Gibbs

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==[[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==
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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.  
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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 17:39, 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




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