Description: 这是monte carlo粒子滤波的一个实例程序，对于学习卡尔曼滤波和粒子滤波都有很大帮助-This monte carlo particle filter is an example of procedures for the study of Kalman filtering and particle filter are very helpful Platform: |
Size: 8192 |
Author:ZhangGeng |
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Description: This demo nstrates how to use the sequential Monte Carlo algorithm with reversible jump MCMC steps to perform model selection in neural networks. We treat both the model dimension (number of neurons) and model parameters as unknowns. The derivation and details are presented in: Christophe Andrieu, Nando de Freitas and Arnaud Doucet. Sequential Bayesian Estimation and Model Selection Applied to Neural Networks . Technical report CUED/F-INFENG/TR 341, Cambridge University Department of Engineering, June 1999. After downloading the file, type "tar -xf version2.tar" to uncompress it. This creates the directory version2 containing the required m files. Go to this directory, load matlab5 and type "smcdemo1". In the header of the demo file, one can select to monitor the simulation progress (with par.doPlot=1) and modify the simulation parameters.-This demo nstrates how to use the sequential Monte Carlo algorithm with reversible jump MCMC steps to perform model selection in neural networks. We treat both the model dimension (number of neurons) and model parameters as unknowns. The derivation and details are presented in: Christophe Andrieu, Nando de Freitas and Arnaud Doucet. Sequential Bayesian Estimation and Model Selection Applied to Neural Networks . Technical report CUED/F-INFENG/TR 341, Cambridge University Department of Engineering, June 1999. After downloading the file, type "tar-xf version2.tar" to uncompress it. This creates the directory version2 containing the required m files. Go to this directory, load matlab5 and type "smcdemo1". In the header of the demo file, one can select to monitor the simulation progress (with par.doPlot=1) and modify the simulation parameters. Platform: |
Size: 220160 |
Author:晨间 |
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Description: 用matlab对M=8的PSK系统进行蒙特卡罗仿真，分析其误码率-Using matlab for M = 8 the PSK system Monte Carlo simulation, to analyze the bit error rate Platform: |
Size: 3072 |
Author:wuyinkui |
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Description: pMatlab is a toolsbox from MIT for running matlab in parallel style on a multi-core PC or a cluster environment. These two documents summary the usage of pMatlab and running time measurements on three simple Monte Carlo simulation codes. Platform: |
Size: 58368 |
Author:wei yu |
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Description: This a matlab code that simulate the monte-carlo simulation of using 16-QAM with OFDM system under AWGN case. Platform: |
Size: 1024 |
Author:Nick |
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Description: 用matlab进行monte-carlo的一般数值积分求积例题。稍微的一个小例子-Using matlab to monte-carlo quadrature numerical integration of general examples. A small example of a little Platform: |
Size: 7168 |
Author:朱竹溪 |
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Description: 蒙特卡罗模拟光散射程序，粒子随机分布，绝对可以直接运行。带有简单说明～～～～～～！-Monte Carlo Simulation of light scattering process, a random distribution of particles can definitely make a direct run. With a brief description of ~~~~~~! Platform: |
Size: 2048 |
Author:李兴财 |
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Description: 用Matlab实现蒙特卡罗模拟的源程序,非常的好用-Monte Carlo simulation using Matlab realization of the source program, very easy to use Platform: |
Size: 1024 |
Author:谭仁兵 |
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Description: 本源码是基于Markov chain Monte Carlo (MCMC)的Bayesian inference工具包,其中包括MCMC采样，基于MCMC的高斯分类，同时描述了采样的一些方法。其中还有使用文档-toolbox is a collection of Matlab functions for Bayesian inference
with Markov chain Monte Carlo (MCMC) methods Platform: |
Size: 11885568 |
Author:吴晓明 |
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Description: MATLAB code to perform Monte Carlo simulation for getting price of an European swaption under the Libor Market Model (LMM) framework. Platform: |
Size: 2048 |
Author:rajesh |
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Description: Ising模型铁磁—顺磁相变现象的Monte Carlo模拟的matlab程序-Ising model of ferromagnetic- paramagnetic phase transition phenomenon of the Monte Carlo simulation program matlab Platform: |
Size: 1024 |
Author:Ellison |
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Description: Monte Carlo方法的经典教材，可以帮助你深入学习Monte Carlo方法-Monte Carlo method of classical teaching, I can help you-depth study of Monte Carlo methods Platform: |
Size: 2263040 |
Author:huierqing |
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Description: hs is the set of files (with the powerpoint presentation, in french or in english) used for the Webinar "Simulation de Monte Carlo en MATLAB".
- The first demo (LakeArea, run MainLakeArea) is computing the size of a polyogon using a MC approach
- The second demo (PortSim, run WebinarScript) can do 2 things: First, we genrate some equity paths, to verify the lognormality If changing the mode to OptionPricing (uncomment one of the first line),
then those spaths will be used for pricing an asian option
- the 3rd Demo,in myMC (run MonteCarlo.m) , show how to simulate some corelated asset paths
- The 4th demo, (run VanillaPricingUsingDifferentMethods.m in the VarReduction folder) , wil compare th results obtrtain byt differents reduction of Variance technics or "quasi" 礛ont Carlo simultion using Hamlton and sobol Sequences
-hs is the set of files (with the powerpoint presentation, in french or in english) used for the Webinar "Simulation de Monte Carlo en MATLAB".
- The first demo (LakeArea, run MainLakeArea) is computing the size of a polyogon using a MC approach
- The second demo (PortSim, run WebinarScript) can do 2 things: First, we genrate some equity paths, to verify the lognormality If changing the mode to OptionPricing (uncomment one of the first line),
then those spaths will be used for pricing an asian option
- the 3rd Demo,in myMC (run MonteCarlo.m) , show how to simulate some corelated asset paths
- The 4th demo, (run VanillaPricingUsingDifferentMethods.m in the VarReduction folder) , wil compare th results obtrtain byt differents reduction of Variance technics or "quasi" 礛ont Carlo simultion using Hamlton and sobol Sequences
Platform: |
Size: 407552 |
Author:yang |
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Description: poisson 求解
Benchmarks several different ways of generating Compound Poisson random variables by Monte Carlo simulation.-compound poisson
Benchmarks several different ways of generating Compound Poisson random variables by Monte Carlo simulation. Platform: |
Size: 4096 |
Author:stone |
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Description: 在matlab下，利用monte carlo方法模拟光在混浊介质中的传输-In matlab, monte carlo simulation of the transmission of light in turbid media Platform: |
Size: 66560 |
Author:dulingyan |
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