采样方法(Sampling Methods)

1.基本采样算法(Basic Sampling Algorithms)

1.1.标准概率分布(Standard distributions)

1.2.拒绝采样(Rejection sampling)

1.3.可调节的拒绝采样(Adaptive rejection sampling)

1.4.重要采样(Importance sampling)

1.5.采样-重要性-重采样(Sampling-importance-resampling)

1.6.采样与EM算法(Sampling and EM algorithm)

2.马尔科夫链蒙特卡洛(Markov Chain Monte Carlo)

2.1.马尔科夫链(Markov chains)

2.2.Metropolis-Hastings算法

3.吉布斯采样(Gbbis Sampling)

4.切片采样(Slice Sampling)

5.混合蒙特卡洛算法(The Hybrid Monte Carlo Algorithm)

5.1.动态混合系统(Dynamical systems)

5.2.混合蒙特卡洛算法(Hybrid Monte Carlo)

6.估计划分函数(Estimation the Partition Function)

原文地址:https://www.cnblogs.com/huangshiyu13/p/6149324.html