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Gibbs Sampling: Mathematics, Physics, Algorithm, Joint probability, Random variable, Integral, Metropolis-Hastings algorithm, Markov chain Monte Carlo
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 (Buch) |
Dieser Artikel gilt, aufgrund seiner Grösse, beim Versand als 2 Artikel!
| Lieferstatus: |
i.d.R. innert 7-14 Tagen versandfertig |
| Veröffentlichung: |
März 2026
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| Genre: |
Schulbücher |
| ISBN: |
9786132669841 |
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EAN-Code:
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9786132669841 |
| Verlag: |
Omniscriptum |
| Einband: |
Kartoniert |
| Sprache: |
English
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| Dimensionen: |
H 220 mm / B 150 mm / D 9 mm |
| Gewicht: |
238 gr |
| Seiten: |
148 |
| Bewertung: |
Titel bewerten / Meinung schreiben
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| Inhalt: |
| Please note that the content of this book primarily consists of articles
available from Wikipedia or other free sources online. In mathematics
and physics, Gibbs sampling or Gibbs sampler is an algorithm to generate
a sequence of samples from the joint probability distribution of two or
more random variables. The purpose of such a sequence is to approximate
the joint distribution, or to compute an integral. Gibbs sampling is a
special case of the Metropolis-Hastings algorithm, and thus an example
of a Markov chain Monte Carlo algorithm. The algorithm is named after
the physicist J. W. Gibbs, in reference to an analogy between the
sampling algorithm and statistical physics. The algorithm was described
by brothers Stuart and Donald Geman in 1984, some eight decades after
the passing of Gibbs. Gibbs sampling is applicable when the joint
distribution is not known explicitly, but the conditional distribution
of each variable is known. The Gibbs sampling algorithm generates an
instance from the distribution of each variable in turn, conditional on
the current values of the other variables. It can be shown that the
sequence of samples constitutes a Markov chain, and the stationary
distribution of that Markov chain is just the sought-after joint
distribution. |
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