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Description: 该程序实现了马尔科夫蒙特卡洛模拟方法，是贝叶斯估计不可缺少的程序-this algorithm realise Markov-monte carol algorithm and is indispensible for Bayesian estimation.
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Size: 15360 |
Author: 黄安强 |
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Description: PURPOSE: MCMC estimates Bayesian heteroscedastic AR(k) model
imposing stability restrictions using Gibbs sampling
y = b0 + y(t-1) b1 + y(t-2) b2 +,...,y(t-k) bk + E,
E = N(0,sige*V), sige = gamma(nu,d0), b = N(c,T),
V = diag(v1,v2,...vn), r/vi = ID chi(r)/r, r = Gamma(m,k)- PURPOSE: MCMC estimates Bayesian heteroscedastic AR(k) model
imposing stability restrictions using Gibbs sampling
y = b0+ y(t-1) b1+ y(t-2) b2+,...,y(t-k) bk+ E,
E = N(0,sige*V), sige = gamma(nu,d0), b = N(c,T),
V = diag(v1,v2,...vn), r/vi = ID chi(r)/r, r = Gamma(m,k)
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Size: 3072 |
Author: Jack |
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Description: “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) estimation and accompanying forecasting functions
4. ridge, Theil-goldberger, switching regimes, robust regression
5. regression diagnostics, e.g. Belsley, Kuh Welsch, Cook-Weisberg
6. cointegration testing
7. statistical distributions (CDF, PDF and random deviate generation)
8. Bayesian Gibbs sampling estimation and MCMC convergence diagnostics
9. maximum likelihood and Bayesian spatial econometrics functions
10. lots of other stuff, over 350 functions
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Size: 6075392 |
Author: huangjing |
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Description: for markov random field
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Size: 1127424 |
Author: abbas1982 |
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Description: 粒子滤波(particle filter, condensation,mcmc)源码，C++实现，主要用于视频跟踪-Particle filter source code, C++ , particle filter, condensation, MCMC, mostly used in visual tracking
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Size: 2048 |
Author: Daniel |
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Description: 自己总结的有关贝叶斯中mcmc算法的内容，以及一篇应用的论文-Their summary of the Bayesian in mcmc algorithm, and an application paper
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Size: 5063680 |
Author: 鱼淼 |
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Description: matlab编程中，蒙特卡洛抽样的源程序，蒙特卡洛算法应用-Matlab programming, Monte Carlo sampling of the source, the Monte Carlo algorithm is applied
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Size: 2879488 |
Author: olyme |
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Description: 马尔可夫蒙特卡罗方法原理及MATLAB仿真入门级教程 适合新手-The Markov Chain Monte Carlo
Simulations
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Size: 691200 |
Author: rh |
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Description: 目标跟踪MATLAB小系统，可实现对目标的实时跟踪。-Target Tracking MATLAB system
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Size: 17408 |
Author: wuyuwen |
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Description: 马尔克夫链的算法,用来实现目标跟踪,多目标跟踪,及视频目标跟踪及定位等-Markov chain algorithm for target tracking, multi-target tracking, and video tracking and positioning
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Size: 15360 |
Author: 严明 |
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Description: 该计算统计学工具箱包含倒靴法，分类和回归树，空间点过程，MCMC以及其他很多算法。-This toolbox contains functions for bootstrap, jackknife, classification and regression trees, projection pursuit, spatial point processes, MCMC, and many others.
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Size: 868352 |
Author: zxcvb |
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Description: MCMC 采样，贝叶斯方法中常用到的采样算法工具集-MCMC sampling
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Size: 79872 |
Author: 吕冰 |
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Description: 蒙特卡洛资料，对于编写概率计算问题有较多的帮助，希望能帮到需要的人。-Monte Carlo
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Size: 16384 |
Author: zcx |
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Description: 马尔科夫蒙特卡罗的matlab实现程序。上传分享，希望可以借鉴他人更好的。-Monte Carlo matlab procedures. Upload and share the hope that we can learn from others better
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Size: 16384 |
Author: wanghaixia |
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Description: 蒙特卡洛——马尔科夫链的收敛诊断工具箱，程序可用-Markov chain Monte Carlo (MCMC) convergence diagnostics in Matlab at Laboratory of Computational Engineering.
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Size: 33792 |
Author: labyrinth |
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Description: 概率统计在计算机领域的应用，包含了对于MCMC的详细解释以及matlab应用实例，并附录了相应练习题以供参考。-Computational Statistics with Matlab. Copyright by Mark Steyvers. Useful for learning MCMC.
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Size: 1014784 |
Author: 夏茉儿 |
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Description: 无香粒子滤波的一个matlab例程，其中有ekf,ukf,pf,upf-In these demos, we demonstrate the use of the extended Kalman filter (EKF), unscented Kalman filter (UKF), standard particle filter (a.k.a. condensation, survival of the fittest, bootstrap filter, SIR, sequential Monte Carlo, etc.), particle filter with MCMC steps, particle filter with EKF proposal and unscented particle filter (particle filter with UKF proposal) on a simple state estimation problem and on a financial time series forecasting problem. The algorithms are coded in a way that makes it trivial to apply them to other problems. Several generic routines for resampling are provided. The derivation and details are presented in: Rudolph van der Merwe, Arnaud Doucet, Nando de Freitas and Eric Wan. The Unscented Particle Filter. Technical report CUED/F-INFENG/TR 380, Cambridge University Department of Engineering, May 2000. After downloading the file, type "tar-xf upf_demos.tar" to uncompress it. This creates the directory webalgorithm containing the required m files. Go to this di
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Size: 38912 |
Author: gaofei |
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Description: 可逆跳跃马尔科夫蒙特卡洛贝叶斯模型选择，主要用于神经网络-Reversible Jump MCMC Bayesian Model Selection
This demo demonstrates the use of the reversible jump MCMC algorithm for neural networks. It uses a hierarchical full Bayesian model for neural networks. This model treats the model dimension (number of neurons), model parameters, regularisation parameters and noise parameters as random variables that need to be estimated. The derivations and proof of geometric convergence are presented, in detail, in: Christophe Andrieu, Nando de Freitas and Arnaud Doucet. Robust Full Bayesian Learning for Neural Networks. Technical report CUED/F-INFENG/TR 343, Cambridge University Department of Engineering, May 1999. After downloading the file, type "tar-xf rjMCMC.tar" to uncompress it. This creates the directory rjMCMC containing the required m files. Go to this directory, load matlab5 and type "rjdemo1". In the header of the demo file, one can select to monitor the simulation progress (with par.doPlot=1) and modify the simulation parameters.
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Size: 17408 |
Author: gaofei |
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Description: MCMC based Ising model simulation
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Size: 1024 |
Author: Muhammad Bilal |
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Description: Function to analuze output from MCMC runs
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Size: 4096 |
Author: Ehsan |
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