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れんさほう マルコフ連鎖モンテカルロ法
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Noun
1. Markov chain Monte Carlo methods; MCMC methods​Computing
  • この
  • ソフトウエア
  • は
  • ギブスサンプリング
  • の
  • アルゴリズム
  • により
  • マルコフれんさモンテカルロほうマルコフ連鎖モンテカルロ法
  • の
  • けいさん計算
  • を
  • おこな行います
    • 。
This software carries out Markov Chain Monte Carlo calculations by the use of Gibbs Sampling.
Wikipedia definition
2. Markov chain Monte Carlo​Markov chain Monte Carlo (MCMC) methods (which include random walk Monte Carlo methods) are a class of algorithms for sampling from probability distributions based on constructing a Markov chain that has the desired distribution as its equilibrium distribution. The state of the chain after a large number of steps is then used as a sample of the desired distribution. The quality of the sample improves as a function of the number of steps.
Read “Markov chain Monte Carlo” on English Wikipedia
Read “マルコフ連鎖モンテカルロ法” on Japanese Wikipedia
Read “Markov chain Monte Carlo” on DBpedia

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