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...
Главный автор: | |
---|---|
Формат: | Journal article |
Язык: | English |
Опубликовано: |
2010
|