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Logo Metropolis Hastings algorithm 1.0.0

by openpr_nlpr - December 2, 2011, 05:43:20 CET [ Project Homepage BibTeX Download ] 3506 views, 823 downloads, 1 subscription

About: Metropolis-Hastings alogrithm is a Markov chain Monte Carlo method for obtaining a sequence of random samples from a probability distribution for which direct sampling is difficult. Thi sequence can be used to approximate the distribution.


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