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白话讲解：贝叶斯理论中的马尔可夫链蒙特卡洛方法

2017-12-25 刘畅 AI科技大本营

贝叶斯马尔可夫链
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梅斯医学注：马尔可夫链蒙特卡洛方法在医学中应用很多，如药物经济学经常采用这种模型。另外，一些人工智能的影像智能识别也采用类似的算法，但是毕竟太难。本文采用白话解读，让大家能读懂如此高深的内容！ 作者 | Ben Shaver  翻译 | 刘畅 大多数时候，贝叶斯统计在结果在最好的情况下是魔法，在最糟糕时是一种完全主观的废话。在用到贝叶斯方法的理论体系中，马尔可夫链蒙特卡

梅斯医学注：马尔可夫链蒙特卡洛方法在医学中应用很多，如药物经济学经常采用这种模型。另外，一些人工智能的影像智能识别也采用类似的算法，但是毕竟太难。本文采用白话解读，让大家能读懂如此高深的内容！ 作者 | Ben Shaver  翻译 | 刘畅 大多数时候，贝叶斯统计在结果在最好的情况下是魔法，在最糟糕时是一种完全主观的废话。在用到贝叶斯方法的理论体系中，马尔可夫链蒙特卡洛方法尤其神秘。 这篇文章将介绍马尔可夫链蒙特卡洛方法，极其背后的基本数学推理。 首先，什么是马尔可夫链蒙特卡洛（MCMC）方法呢？ 最简短的回答就是：“MCMC就是一种通过在概率空间中随机采样来近似感兴趣参数的后验分布的方法” 在这篇文章中，我不用任何数学知识就可以解释上面这个简短的答案。 贝叶斯理论体系基本术语 首先是一些术语。 感兴趣的参数只是用来抽象我们感兴趣的现象的一些数字。通常我们会使用统计的方法来估计这些参数。例如，如果我们想了解成年人的身高，那么我们需要的参数可能就是以英寸为单位的平均身高。 分布就是参数的各个可能值和我们能观察到每个参数的可能性的数学表示。 最好的例子就是钟形曲线：

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    2018-02-23 135****7952平儿

    学了.........

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    2018-02-22 135****7952平儿

    学了........

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    2018-01-22 135****7952平儿

    学了.........

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    2018-01-01 135****7952平儿

    学了......

    0

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    2017-12-27 天人相应

    很好的学习.谢谢!

    0

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    2017-12-25 惠映实验室

    学习了.谢谢.

    0

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