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DREAM-V3.0
- 差分进化自适应Metropolis算法Matlab工具箱,是一种马尔科夫链蒙特卡洛(MCMC)工具.带演示例子.-DREAM runs multiple different chains simultaneously for global exploration, and automatically tunes the scale and orientation of the proposal distribution using differential evolution.
MCMC
- 基于模拟退火算法的马尔科夫蒙特卡洛算法matlab程序,实现了对levy函数的优化。-A Markov Chain Monte Carlo alogrithm based on annealing phenomenon,which maximzies and minimizes the levy function.