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Bayesian methods

Markov Chain Monte Carlo (MCMC)

Markov Chain Monte Carlo (MCMC) ni familia ya algoriti za kikokotoo za sampuli kutoka kwa usambazaji wa uwezekano tata, mara nyingi zaidi usambazaji wa nyuma unaojitokeza katika ubashiri wa Bayesian. Badala ya kukokotoa nyuma kwa njia ya uchanganuzi—ambayo mara chache huwezekana kwa miundo ya kweli—MCMC huunda mnyororo wa Markov ambao usambazaji wake tuli ni usambazaji lengwa na huchota sampuli tegemezi kutoka kwake, kuwezesha ubashiri kamili wa uwezekano kwa karibu mfumo wowote.

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Vyanzo

  1. Gelman, A., Carlin, J. B., Stern, H. S., Dunson, D. B., Vehtari, A. & Rubin, D. B. (2013). Bayesian Data Analysis (3rd ed.). CRC Press. ISBN: 978-1439840955
  2. Brooks, S., Gelman, A., Jones, G. & Meng, X.-L. (Eds.). (2011). Handbook of Markov Chain Monte Carlo. CRC Press. ISBN: 978-1420079418

Jinsi ya kunukuu ukurasa huu

ScholarGate. (2026, June 1). Markov Chain Monte Carlo. ScholarGate. https://scholargate.app/sw/bayesian/mcmc

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Imerejelewa na

ScholarGateMCMC (Markov Chain Monte Carlo). Imepatikana 2026-06-15 kutoka https://scholargate.app/sw/bayesian/mcmc · Seti ya data: https://doi.org/10.5281/zenodo.20539026