71 search results - page 1 / 15 » Simple Monte Carlo and the Metropolis algorithm |
JC
2007
13 years 4 months ago
2007
We study the integration of functions with respect to an unknown density. Information is available as oracle calls to the integrand and to the nonnormalized density function. We ar...
CSDA
2010
13 years 4 months ago
2010
Recently developed adaptive Markov chain Monte Carlo (MCMC) methods have been applied successfully to many problems in Bayesian statistics. Grapham is a new open source implementat...
Tutorial
This tutorial was held within the Maths Club at the University of Leeds
Topics covered (briefly):
Monte Carlo Integration
Markov Chain
Markov Chain Monte Carlo Sampling
Metrop...
UAI
2001
13 years 5 months ago
2001
We present a general framework for defining priors on model structure and sampling from the posterior using the Metropolis-Hastings algorithm. The key ideas are that structure pri...
CEC
2010
IEEE
13 years 3 months ago
2010
IEEE
Abstract— We present a unifying framework for continuous optimization and sampling. This framework is based on Gaussian Adaptation (GaA), a search heuristic developed in the late...