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...

Полное описание

Библиографические подробности
Главный автор: Vihola, M
Формат: Journal article
Язык:English
Опубликовано: 2010