参考资料:
1、http://www.52nlp.cn/lda-math-mcmc-%e5%92%8c-gibbs-sampling2
2、http://en.wikipedia.org/wiki/Metropolis%E2%80%93Hastings_algorithm
3、http://www.quantiphile.com/2010/11/01/metropolis-hastings/
python脚本如下:
import math
import time
import numpy as np
import matplotlib.pylab as plt
import random
class Samples:
def __init__(self):
pass
def mh(self, epsilon_0, num_iteration, fpdf):
#Metropolis–Hastings algorithm
normal_randoms = np.zeros(num_it......
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