|
Pisma v Zhurnal Tekhnicheskoi Fiziki, 2016, Volume 42, Issue 16, Pages 21–25
(Mi pjtf6324)
|
|
|
|
This article is cited in 6 scientific papers (total in 6 papers)
Gibbs sampler optimization for analysis of a granulated medium
S. N. Koltsov, S. I. Nikolenko, E. Yu. Koltsova National Research University "Higher School of Economics", St. Petersburg Branch
Abstract:
A new variant of the method of probability density distribution recovery for solving topical modeling problems is described. Disadvantages of the Gibbs sampling algorithm are considered, and a modified variant, called the “granulated sampling method”, is proposed. Based on the results of statistical modeling, it is shown that the proposed algorithm is characterized by higher stability as compared to other variants of Gibbs sampling.
Received: 26.02.2016
Citation:
S. N. Koltsov, S. I. Nikolenko, E. Yu. Koltsova, “Gibbs sampler optimization for analysis of a granulated medium”, Pisma v Zhurnal Tekhnicheskoi Fiziki, 42:16 (2016), 21–25; Tech. Phys. Lett., 42:8 (2016), 837–839
Linking options:
https://www.mathnet.ru/eng/pjtf6324 https://www.mathnet.ru/eng/pjtf/v42/i16/p21
|
|