论文检索

Gibbs 采样器的信息界AI 解读

If we wish to estimate efficiently the expectation of an arbitrary function on the basis of the output of a Gibbs sampler, which is better: deterministic or random sweep? In each case we calculate the asymptotic variance of the empirical estimator, the average of the function over the output, and determine the minimal asymptotic variance for estimators that use no information about the underlying distribution. The empirical estimator has noticeably smaller variance for…

卡方检验指南AI 解读

The Chi-Squared Test of Pearson. The Chi-Squared Test for a Composite Hypothesis. The Chi-Squared Test for an Exponential Family of Distributions. Some Additional Examples. Appendix. References. Index.

改进最近邻随机场的Gibbs采样经验估计量AI 解读

Given a Markov chain sampling scheme, does the standard empirical estimator make best use of the data? We show that this is not so and construct better estimators. We restrict attention to nearest-neighbor random fields and to Gibbs samplers with deterministic sweep, but our approach applies to any sampler that uses reversible variable-at-a-time updating with deterministic sweep. The structure of the transition distribution of the sampler is exploited to construct further…