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Performance evaluation project Markov Chain Monte Carlo(MCMC) Hyun Woong Choi

Hyun woongchoi mcmc_2016

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Page 1: Hyun woongchoi mcmc_2016

Performance evaluation project

Markov Chain Monte Carlo(MCMC)

Hyun Woong Choi

Page 2: Hyun woongchoi mcmc_2016

Random variable

Markov Chain + Monte Carlo algorithm = Markov Chain Monte Carlo (MCMC)

Page 3: Hyun woongchoi mcmc_2016
Page 4: Hyun woongchoi mcmc_2016
Page 5: Hyun woongchoi mcmc_2016

Learning / conclusion of work

Markov chain Monte Carlo ApproachAnaconda2 – python library

Referencehttp://twiecki.github.io/blog/2015/11/10/mcmc-sampling/#Setting-up-the-problem