Welcome to bocaiwen's homepage!
If you want to master something, explain it. -- Professor Feynman
Programming and Math
因变量的概率密度
接受/拒绝采样 (Accept-Reject Sampling)
重要性采样 (Importance Sampling)
马可夫链蒙特卡洛方法之 Metropolis-Hastings 算法
吉布斯采样 (Gibbs Sampling)
哈密尔顿蒙特卡洛采样方法 (Hamiltonian Monte Carlo)
隐马可夫模型 (Hidden Markov Model)
隐马可夫模型的期望最大化算法 (EM for HMM)