PatterRecognition-C11-Sampling-Methods

Keywords: Markov Chain Monte Carlo, Python

This is the Chapter11 ReadingNotes from book Bishop-Pattern-Recognition-and-Machine-Learning-2006. [Code_Python]

Basic Sampling Algorithms

Standard distributions

Rejection sampling

Adaptive rejection sampling

Importance sampling

Sampling-importance-resampling

Sampling and the EM algorithm

Markov Chain Monte Carlo

Markov chains

The Metropolis-Hastings algorithm

Gibbs Sampling

Slice Sampling

The Hybrid Monte Carlo Algorithm

Dynamical systems

Hybrid Monte Carlo

Estimating the Partition Function

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