Message Boards Message Boards

GROUPS:

Implement Markov Chain Monte Carlo with built-in functions?

Posted 6 years ago
3494 Views
|
0 Replies
|
1 Total Likes
|

Hi All,

I find this 'MCMC' package that can perform Markov Chain Monte Carlo simulations.

However, I found this package doesn't use much of the built-in stochastic process functions.

Also, due to my very limited knowledge of stochastic processes, I'd like to get better understanding of MCMC via a more Mathematica way.

As such, I'm wondering if such MCMC simulation can be performed with higher-level built-in stochastic functions (e.g. RandomFunction, HiddenMarkovProcess)?

Note: Cross-posted at StackExchange.

Reply to this discussion
Community posts can be styled and formatted using the Markdown syntax.
Reply Preview
Attachments
Remove
or Discard

Group Abstract Group Abstract