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翻訳と辞書　辞書検索 [ 開発暫定版 ] スポンサード リンク Markov chain Monte Carlo ： ウィキペディア英語版 Markov chain Monte Carlo In statistics, Markov chain Monte Carlo (MCMC) methods are a class of algorithms for sampling from a probability distribution based on constructing a Markov chain that has the desired distribution as its equilibrium distribution. The state of the chain after a number of steps is then used as a sample of the desired distribution. The quality of the sample improves as a function of the number of steps. Random walk Monte Carlo methods make up a large subclass of MCMC methods. == Application domains == * MCMC methods are primarily used for calculating numerical approximations of multi-dimensional integrals, for example in Bayesian statistics, computational physics, computational biology and computational linguistics.〔See Gill 2008.〕〔See Robert & Casella 2004.〕 * In Bayesian statistics, the recent development of MCMC methods has been a key step in making it possible to compute large hierarchical models that require integrations over hundreds or even thousands of unknown parameters. * They are also used for generating samples that gradually populate the rare failure region in rare event sampling. 抄文引用元・出典: フリー百科事典『 ウィキペディア（Wikipedia）』 ■ウィキペディアで「Markov chain Monte Carlo」の詳細全文を読む スポンサード リンク 翻訳と辞書 : 翻訳のためのインターネットリソース Copyright(C) kotoba.ne.jp 1997-2016. All Rights Reserved.