Example: stock market
Chapter 6: Gibbs Sampling - GitHub Pages

Chapter 6: Gibbs Sampling - GitHub Pages

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importance sampling. Markov chain Monte Carlo (MCMC) is a sampling technique that works remarkably well in many situations like this. Roughly speaking, my intuition for why MCMC often works well in practice is that (a)the region of high probability tends to be \connected", that is, you can get from one

  Importance, Sampling, Importance sampling

Download Chapter 6: Gibbs Sampling - GitHub Pages


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