馬可夫鏈蒙地卡羅

馬可夫鏈蒙地卡羅Markov chain Monte CarloMCMC)係一系列統計學上成日用嘅演算法,能夠由數據嗰度建立一條馬可夫鏈表達世界嘅狀態,跟手再靠用條馬可夫鏈做模擬嚟搵出想要嘅概率分佈[1]

  1. Andrieu, C., De Freitas, N., Doucet, A., & Jordan, M. I. (2003). An introduction to MCMC for machine learning (PDF). Machine learning, 50(1), 5-43.