蒙特卡洛算法的相关内容

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强化学习基础篇【1】：基础知识点、马尔科夫决策过程、蒙特卡洛策略梯度定理、REINFORCE 算法 1.强化学习基础知识点智能体（agent）：智能体是强化学习算法的主体，它能够根据经验做出主观判断并执行动作，是整个智能系统的核心。环境（environment）：智能...

MCMC、蒙特卡洛近似和Metropolis算法简介

MCMC 是Markov Chain Monte Carlo 的简称，但在传统模拟中有一个很重要的假设是样本是独立的（independent samples），这一点在贝叶斯统计尤其是高纬度的模型中很难做到。所以MCMC的目的就是运用蒙特卡洛模拟出一个马可链（Markov chain)。如今，概率建...

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【高级软件实习】蒙特卡洛模拟 | PRNG 伪随机数发生器 | LCG 线性同余算法 | 马特赛特旋转算法 | Python Random 模块

💭 写在前面本篇博客将介绍经典的伪随机数生成算法，我们将重点讲解 LCG(线性同余发生器) 算法与马特赛特旋转算法，在此基础上顺带介绍 Python 的 random 模块。本篇博客还带有练习，无聊到喷水的练习，咳咳…… 学完前面的内容你就会了解到 Python 的 Random ...

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蒙特卡洛算法及其实现

从今天开始要研究Sampling Methods，主要是MCMC算法。本文是开篇文章，先来了解蒙特卡洛算法。 Contents 1. 蒙特卡洛介绍 2. 蒙特卡洛的应用 3. 蒙特...

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