Rank: 1752 based on 33 downloads (last 30 days) and 1 file submitted
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Corey Yanofsky

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19 May 2009 Screenshot Differential Evolution Monte Carlo sampling easy Bayesian computation for real parameter spaces Author: Corey Yanofsky markov chain monte ca..., statistics, bayesian, probability, mcmc, metropolis algorithm 33 3
  • 5.0
5.0 | 3 ratings
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21 Nov 2011 Differential Evolution Monte Carlo sampling easy Bayesian computation for real parameter spaces Author: Corey Yanofsky Xianzhen

Dear Corey: The program provides a so good entry into DE-MC that I want to use it to generate random numbers from a target distribution. Although you provide a detail demo to demonstrate the use of the program, it is difficult for me to fully understand it due to the lack of knowledge. It will be greatly appreciate if you could spend some of your time to show me the way to generate random numbers (e.g. from a multivariate normal target with mu = [1 -1] and cov = [0.9 0.4; 0.4 0.3]). Thank you.

15 Jan 2011 Differential Evolution Monte Carlo sampling easy Bayesian computation for real parameter spaces Author: Corey Yanofsky Zhu, Henry

Corey Yanofsky writes a very useful code about MCMC for us.

31 Mar 2008 Differential Evolution Monte Carlo sampling easy Bayesian computation for real parameter spaces Author: Corey Yanofsky Catanzarite, Joseph

Good entry into differential evolution monte carlo. Code is clear, understandable and easy to modify for your own optimization problem.

Top Tags Applied by Corey
bayesian, differential evolution, markov chain monte carlo, mcmc, metropolis algorithm
Files Tagged by Corey
Updated   File Tags Downloads
(last 30 days)
Comments Rating
19 May 2009 Screenshot Differential Evolution Monte Carlo sampling easy Bayesian computation for real parameter spaces Author: Corey Yanofsky markov chain monte ca..., statistics, bayesian, probability, mcmc, metropolis algorithm 33 3
  • 5.0
5.0 | 3 ratings

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