Monte Carlo methods
Bayesian inference often requires integrating some function with respect to a posterior distribution. Monte Carlo methods are sampling algorithms that allow to compute these integrals numerically when they are not analytically tractable. We review here the basic principles and the most common Monte...
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| Format: | Artykuł |
| Język: | English |
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EDP Sciences
2013-07-01
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| Seria: | EPJ Web of Conferences |
| Dostęp online: | http://dx.doi.org/10.1051/epjconf/20135502002 |