Markov Chain Monte Carlo metody posteriorní simulace a jejich aplikace v ekonomii
Diplomová práca sa zaoberá Markov Chain Monte Carlo simulátormi, ktoré aplikuje na jednotlivých príkladoch a následne ich porovnáva. Zameriava sa najmä na Metropolis-Hastings algoritmy a to Random walk chain, a Independence chain. Pozornosť je venovaná aj Gibbsovmu vzorkovaču a metóde Slice Sampling...
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Format: | Thesis Manuscript |
Language: | Slovak |
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2011
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Online Access: | http://is.muni.cz/th/211335/prif_m/ |
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Description | Status | Library | Collection | Call Number | Notes | Barcode |
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Available In house loan CLOSED STACKS |
Faculty of Science | ÚK sklad - M | K-12211 | 3145352093 |