demmet1
Purpose
Demonstrate Markov Chain Monte Carlo sampling on a Gaussian.
Synopsis
demmet1
demmet1(plot_wait)
Description
The problem consists of generating data from a Gaussian
in two dimensions using a Markov Chain Monte Carlo algorithm. The points are
plotted one after another to show the path taken by the chain.
demmet1(plot_wait) allows the user to set the time (in a whole number
of seconds) between the plotting of points. This is passed to pause
See Also
demhmc1, metrop, gmm, dempot
Pages:
Index
Copyright (c) Christopher M Bishop, Ian T Nabney (1996, 1997)