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Método de Monte Carlo : uso y aplicaciones en Inferencia Bayesiana

Authors: Chaves López, Ana Rosa;

Método de Monte Carlo : uso y aplicaciones en Inferencia Bayesiana

Abstract

La estadística es una de las ramas de las matemáticas que más aplicaciones tiene. En primer lugar, se desarrollan algunas definiciones y resultados sobre estadística bayesiana y cadenas de Markov. Se analizan en su versión discreta para su mejor compresión, aunque serán utilizados en su forma continua. Sobre el algoritmo de Metropolis-Hasting, se conocerán tanto su funcionamiento como algunas propiedades, teniendo en cuenta que genera una cadena de Markov y algunas de las variantes que presenta el algoritmo. A continuación, se tratará el muestreo de Gibbs.

Resumen basado en el de la publicación

Resumen en español e inglés

ESP

Country
Spain
Related Organizations
Keywords

estadística, solución de problemas, matemáticas, didáctica

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
0
Average
Average
Average
Green
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Spanish Research Portal