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The package includes 3 Matlab-interfaces to the c-code:
1. inference.m
An interface to the full inference package, includes several methods for
approximate inference: Loopy Belief Propagation, Generalized Belief
Propagation, Mean-Field
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这是一本讲述matlab中涉及到统计方面的知道书籍,特别是对采样,GIbbs采样,都有很好的示例。,This is the one involved in matlab about statistics to know the book, especially for sampling, GIbbs sample, there are good examples.
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Gibbs sampling using MATLAB
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A Gibbs Sampling Demo.
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“Applied Econometrics using MATLAB”配套的计量经济Matlab包-MATLAB code for:
1. least-squares, simultaneous systems (2SLS,3SLS, SUR)
2. limited dependent variable (logit, probit, tobit) and Bayesian variants
3. time-series (VAR, BVAR, ECM) estim
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用Matlab实现的gibbs抽样,包含了若干完整的测试代码。-Demos for Gibbs sampling, in which the matlab language is used.
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Included in this distribution is matlab code to generate posterior samples for
linear Gaussian and binary matrix factorization (noisy-or) Indian Buffet
Process models. Three different posterior sampling algorithms are provided:
Gibbs, reversibl
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由matlab实现的从高斯分布数据中进行Gibbs采样的示例程序,代码中我已加注释,比较好理解,对于学习MCMC的同学比较有帮助。当初我理解GIbbs采样非常痛苦,希望这份代码对与我有相同经历的同学帮上忙-Realized by MATLAB the Gauss distribution data of Gibbs sampling sample program, the code I have to add a comment, is better understood, more help
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利用matlab进行GIBBS抽样分析来解决数据缺失的现象-GIBBS sampling analysis to solve the missing data using the MATLAB phenomenon
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在MATLAB环境下,基于吉布斯抽样的高斯通道采样分析方法-In the MATLAB environment, based on Gibbs sampling Gaussian channel sampling and analysis methods
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由matlab实现的从高斯分布数据中进行Gibbs采样的示例程序,在数据分析,仿真,各个学科中均有广泛应用-By matlab gaussian distribution of the data in the Gibbs sampling sample program, the data analysis, simulation, are widely used in many disciplines
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Matlab implementation of the EM and MCMC algorithm for SVMs as introduced in the paper Data augmentation for support vector machines http://ba.stat.cmu.edu/journal/2011/vol06/issue01/polson.pdf-This is a Matlab implementation of the fancy idea by Pol
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马尔可夫链蒙特卡罗(MCMC)入门学习资料,包括MetropolisSampling、Metropolis-Hastings Sampling、Gibbs Sampling。包含文档以及对应的程序!选自2011年MarkSteyvers的Computational Statistics with Matlab(MCMC)-MCMC learning materials of Computational Statistics with Matlab(MCMC) by MarkSteyvers, 2
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文件压缩包内为Gibbs抽样分布,可以直接运行出结果(Gibbs sampling distribution)
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运用GIBBS抽样方式计算FAVAR模型(Using GIBBS sampling method to calculate FAVAR model)
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