Transcription of 始めよう！ベイズ推定による ... - tombo.sub.jp
1 (ESJ55) .. W-004. : ( ).. ( ).. [- ] . [0 ] .. (MAP ) . ( ). ( ).. ( ).. (= ). f (y | ) ( ) y . p( | y ) =. Z 1 . ( ).. p ( | y ) f (y | ) ( ).. y .. ( ). ( ).. 3. 2 4. 1 5. 6.. 2 .. 2 .. 2=0.. ( ( | ) ).. p ( , | y ) f (y | ) ( , ) ( . ). P(A,B)=P(A|B)P(B) . = f (y | ) ( | ) h ( ).. ( ).. ( ) .. - .. ( ).. 1 2 N-1 N .. - - - .. ( WinBUGS ).. MCMC ( ) . burn-in . 2.. p( 2|y).. 1 .. ( ). (burn-in) .. p( 1|y) .. - (M-H) .. ( ).. / . ( ).. (= ). ( ).. M-H .. MCMC .. MCMC .. ( ) .. <WinBUGS>.. ( ) . S OK. DoodleBUGS . R . R R2 WinBUGS R WinBUGS . JAGS, OpenBUGS ( ) . < >. MCMC++(C++ ). geoRglm(R MCMC ).. - - .. MCMC . (1 . ).
