BDA chapter 10

标签：init   eth   rmi   and   bsp   tail   tle   str   win   

1. numerical integration, 数值积分。numerical integration refers to methods in which the integral over continuous function is evaluated by computing the value of the function at finite number of points. Numerical integration methods can be divided to simulation methods, such as Monte Carlo, and deterministic methods such as many quadrature正交 rule methods. 
2. Simulation methods: 采样，以采样参数代替总体参数。
3. Deterministic methods. 

10.3 Direct simulation and rejection sampling

first sampling from the marginal posterior distribution of the hyperparameters, then drawing the other parameters conditional on the data and the simulated hyperparameters.

References:

1. 重要性采样（Importance Sampling）

   https://blog.csdn.net/u011332699/article/details/74298555

BDA chapter 10

标签：init   eth   rmi   and   bsp   tail   tle   str   win   

原文地址：https://www.cnblogs.com/dulun/p/12430870.html