Monte Carlo markovske verige in njihova uporaba
magistrsko delo
Abstract
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.
Keywords
Monte Carlo;markovske verige;Bayesova statistika;
Data
| Language: | Slovenian |
|---|---|
| Year of publishing: | 2020 |
| Typology: | 2.09 - Master's Thesis |
| Organization: | UL FMF - Faculty of Mathematics and Physics |
| Publisher: | [V. Gnamuš] |
| UDC: | 519.2 |
| COBISS: |
26051331
|
| Views: | 989 |
| Downloads: | 163 |
| Average score: | 0 (0 votes) |
| Metadata: |
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Other data
| Secondary language: | English |
|---|---|
| Secondary title: | Monte Carlo Markov Chains and their applications |
| Secondary 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. |
| Secondary keywords: | mathematics;Monte Carlo;Markov chains;Bayes; |
| Type (COBISS): | Master's thesis/paper |
| Study programme: | 0 |
| Embargo end date (OpenAIRE): | 1970-01-01 |
| Thesis comment: | Univ. v Ljubljani, Fak. za matematiko in fiziko, Oddelek za matematiko, Finančna matematika - 2. stopnja |
| Pages: | VII, 55 str. |
| ID: | 11954092 |
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