Monte Carlo markovske verige in njihova uporaba : magistrsko delo

Gnamuš, Valentina (author), Bernik, Janez (mentor)

Delo opiše problem naključnega vzorčenja iz zapletenih porazdelitev. Predstavljenih je nekaj Monte Carlo markovskih verig, ki so dobra rešitev tega problema. Prikazanih je nekaj načinov uporabe tovrstnih algoritmov.

• Language: Slovenian
• Keywords: Monte Carlo, markovske verige, Bayes
• Work type: Master's thesis/paper
• Organization: FMF - Faculty of Mathematics and Physics
• Year: 2020
• PID: 20.500.12556/RUL-118024
• COBISS.SI-ID: 26051331
• Publication date in RUL: 14.08.2020

Secondary language

• Language: English
• Title: Monte Carlo Markov Chains and their applications

Abstract

The thesis describes the problem of random sampling from complex distributions. It introduces some Markov Chain Monte Carlo algorithms that represent solutions to this problem. A few practical applications are then described.

• Keywords: Monte Carlo, markov chains, Bayes