概率模型 Resources

Showing items tagged with "概率模型"

Monte Carlo method, also known as statistical simulation method or random sampling technique, is a stochastic simulation approach based on probability and statistical theory. It employs random numbers (or more commonly pseudo-random numbers) to solve various computational problems. This method connects the target problem with a specific probability model and uses computer statistical simulation or sampling to obtain approximate solutions. Key implementation aspects include random number generation using functions like rand() or randn(), probability distribution modeling, and iterative sampling processes.

MATLAB 229 views Tagged

In statistical computing, the Expectation-Maximization (EM) algorithm is an iterative method for finding maximum likelihood (MLE) or maximum a posteriori (MAP) estimates of parameters in probabilistic models that depend on unobserved latent variables. The EM algorithm is widely used in machine learning and computer vision for data clustering applications. The algorithm alternates between an expectation step (E-step), which computes the expected value of the latent variables given current parameters, and a maximization step (M-step), which updates parameters to maximize the expected log-likelihood.

MATLAB 289 views Tagged

Professional MATLAB source code with comprehensive documentation, examples, and detailed implementation guide.

MATLAB Tagged