Research Paper Notes on Markov Chain Monte Carlo

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Research Paper Notes on Markov Chain Monte Carlo

本文档除了包括推导,疑惑外,做读书重点的记录 <math> </math>

文献列表

  • An Introduction to MCMC for Machine Learning, 2003 Kluwer Academic Publishers, Christophe Andrieu et al

An Introduction to MCMC for Machine Learning, 2003 Kluwer Academic Publishers, Christophe Andrieu et al

本文的原文备份链接.

一些基础的论述可参考这篇Joseph Rocca的博文,里面讨论了Metropolis-Hasting和Gibbs实现.

本文档除了包括推导,疑惑外,做读书重点的记录 <math> </math>