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Table Of Contents

Sampling from Random Variables
1.1 Standard distributions
1.2 Sampling from non-standard distributions
1.2.1 Inverse transform sampling with discrete variables
1.2.2 Inverse transform sampling with continuous variables
1.2.3 Rejection sampling
Markov Chain Monte Carlo
2.1 Monte Carlo integration
2.2 Markov Chains
2.3 Putting it together: Markov chain Monte Carlo
2.4 Metropolis Sampling
2.5 Metropolis-Hastings Sampling
2.6 Metropolis-Hastings for Multivariate Distributions
2.6.1 Blockwise updating
2.6.2 Componentwise updating
2.7 Gibbs Sampling
3.1 Parameter Estimation Approaches
3.1.1 Maximum Likelihood
3.1.2 Maximum a posteriori
3.1.3 Posterior Sampling
3.2 Example: Estimating a Weibull distribution
3.3 Example: Logistic Regression
3.4 Example: Mallows Model
Directed Graphical Models
4.1 A Short Review of Probability Theory
4.2 The Burglar Alarm Example
4.2.1 Conditional probability tables
4.2.2 Explaining away
4.2.3 Joint distributions and independence relationships
4.3 Graphical Model Notation
4.3.1 Example: Consensus Modeling with Gaussian variables
5.1 Prior predictive distributions
5.2 Posterior distributions
5.2.1 Rejection Sampling
5.2.2 MCMC Sampling
5.2.4 Example: Posterior Inference for the consensus model with
Sequential Monte Carlo
6.1 Hidden Markov Models
6.1.1 Example HMM with discrete outcomes and states
6.3.1 Sampling Importance Resampling (SIR)
6.3.2 Direct Simulation
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Computational Stats Matlab

Computational Stats Matlab

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Published by Malorie Hughes

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Published by: Malorie Hughes on May 21, 2012
Copyright:Attribution Non-commercial


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