Bayesiaanse dichtheidsschattingen
J.C.C. Schikhof (TU Delft - Electrical Engineering, Mathematics and Computer Science)
F.H. van der Meulen – Mentor (TU Delft - Statistics)
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Abstract
Dit project vergelijkt drie verschillende kernels (Random Walk, Langevin en Barker) die gebruikt kunnen worden in het Metropolis-Hastings algoritme aan de hand van voorbeelden.