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Pisma v Zhurnal Tekhnicheskoi Fiziki, 2016 Volume 42, Issue 16, Pages 21–25 (Mi pjtf6324)

This article is cited in 6 papers

Gibbs sampler optimization for analysis of a granulated medium

S. N. Koltsov, S. I. Nikolenko, E. Yu. Koltsova

National Research University "Higher School of Economics", St. Petersburg Branch

Abstract: 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.

Received: 26.02.2016


 English version:
Technical Physics Letters, 2016, 42:8, 837–839

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