This second edition of G. Winkler's successful book on random field approaches to image analysis, related Markov Chain Monte Carlo methods, and statistical inference with emphasis on Bayesian image analysis concentrates more on general principles an
EGSnrc Code System Licence The EGSnrc code system (i.e. all pieces of code saying they are subject to the EGSnrc Licence, including routines related to the 1999 and later versions of EGSnrc and EGS Windows, all associated source code, the NRC databa
The purpose of this book is to provide a self-contained entry into Monte Carlo computational techniques. First and foremost, it must not be confused with a programming addendum to our earlier book Monte Carlo Statistical Meth- ods whose second editi
蒙特卡洛仿真方法书籍 This course gives a broad overview of Monte Carlo methods. These methods include many important tools for students interested in computer simulation.
MCMC方法就是*构造合适的马尔科夫链进行抽样而使用蒙特卡洛方法进行积分计算,既然马尔科夫链可以收敛到平稳分布。我们可以建立一个以π为平稳分布的马尔科夫链,对这个链运行足够长时间之后,可以达到平稳状态。此时马尔科夫链的值就相当于在分布π(x)中抽取样本。利用马尔科夫链进行随机模拟的方法就是MCMC。 第一个MC: Monte Carlo(蒙特卡洛)。这个简单来说是让我们使用随机数(随机抽样)来解决计算问题。在MCMC中意味着:后验分布作为一个随机样本生成器,我们利用它来生成样本(simulat