Grapham: Graphical models with adaptive random walk Metropolis algorithms

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 implementation covering several such methods, with emphasis on graphical models for directed acyclic graphs. The implemented algori...

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Hlavní autor: Vihola, M
Médium: Journal article
Jazyk:English
Vydáno: 2010