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使用python手写Metropolis-Hastings算法的贝叶斯线性回归
在学习贝叶斯计算的解马尔可夫链蒙特卡洛(MCMC)模拟时,最简单的方法是使用PyMC3,构建模型,调用Metropolis优化器。但是使用别人的包我们并不真正理解发生了什么,所以本文通过手写Metropolis-Hastings来深入的理解MCMC的过程,再次强调我们自己实现该方法并不是 ...
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