Gibbs sampler optimization for analysis of a granulated medium


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详细

A new variant of the method of probability density distribution recovery for solving topical modeling problems is described. Disadvantages of the Gibbs sampling algorithm are considered, and a modified variant, called the “granulated sampling method,” is proposed. Based on the results of statistical modeling, it is shown that the proposed algorithm is characterized by higher stability as compared to other variants of Gibbs sampling.

作者简介

S. Koltcov

National Research University Higher School of Economics

编辑信件的主要联系方式.
Email: skoltsov@hse.ru
俄罗斯联邦, St. Petersburg, 190008

S. Nikolenko

National Research University Higher School of Economics

Email: skoltsov@hse.ru
俄罗斯联邦, St. Petersburg, 190008

E. Koltsova

National Research University Higher School of Economics

Email: skoltsov@hse.ru
俄罗斯联邦, St. Petersburg, 190008

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