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Markov Chain Monte Carlo method
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Markov Chain Monte Carlo method
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Markov Chain Monte Carlo method
马尔可夫链蒙特卡罗方法
一种从任意分布进行近似采样的通用方法,主要思想是生成一个马尔可夫链,其极限分布等于所需的分布。又称MCMC方法。
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