Description: 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 helpful for students learning MCMC. I understand GIbbs sampling is very painful, hope this code on and I have the same experience of the students help
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Author:Arogon |
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Description: 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 Polson & Scott that reformulates the traditional binary linear SVM problem into a MAP (Maximum a Posteriori) estimation in a probabilistic generative model, and by use of the technique of data augmentation, makes it possible to do very easy and fast Gibbs sampling for the solution. Platform: |
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Author:saisai |
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