17. 马尔可夫链蒙特卡罗¶
中国谚语
一本书在需要时是众所周知的。
蒙特卡罗模拟只是通过重复生成随机数来估计固定参数的一种方法。有关更多详细信息，请访问 A Zero Math Introduction to Markov Chain Monte Carlo Methods .
采用马尔可夫链蒙特卡罗（MCMC）方法，在概率空间中随机抽样，对目标参数的后验分布进行了近似计算。有关更多详细信息，请访问 A Zero Math Introduction to Markov Chain Monte Carlo Methods .
以下理论和演示来自Rebecca C.Steorts博士 Intro to Markov Chain Monte Carlo . 更多详情请参见Rebecca C.Steorts博士的STA360/601： Bayesian Methods and Modern Statistics 公爵的课。
17.1. Metropolis算法¶
大都会算法采取三个主要步骤：
样品
System Message: WARNING/2 (\theta^* \sim J(\theta | \theta ^{{(s)}}))
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计算接受率
System Message: WARNING/2 ((r))
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System Message: WARNING/2 (r = \frac{p(\theta^*|y)}{p(\theta^{(s)}|y)} = \frac{p(y|\theta^*)p(\theta^*)}{p(y|\theta^{(s)})p(\theta^{(s)})})
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让
System Message: WARNING/2 ( \theta^{(s+1)} = \left\{ \begin{array}{ll} \theta^* &\text{ with prob min}{(r,1)} \\ \theta^{(s)} &\text{ otherwise } \end{array} \right.)
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注解
Actually, the (1) in Step 3 can be replaced by sampling
System Message: WARNING/2 (u \sim \text{Uniform}(0,1))
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System Message: WARNING/2 (\theta^{(s+1)}=\theta^*)
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System Message: WARNING/2 (u<r)
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System Message: WARNING/2 (\theta^{(s+1)}=\theta^{(s)})
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17.2. 关于 Metropolis 的简单例子¶
下面的例子将测试已知方差情况下共轭正态正态模型的大都会算法。
17.2.1. 共轭正态模型¶
System Message: WARNING/2 (\begin{array}{ll} X_1, \cdots, X_n & \theta \stackrel{iid}{\sim}\text{Normal}(\theta,\sigma^2)\\ & \theta \sim\text{Normal}(\mu,\tau^2) \end{array})
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Recall that the posterior of
System Message: WARNING/2 (\theta)
latex exited with error [stdout] This is pdfTeX, Version 3.14159265-2.6-1.40.17 (TeX Live 2016/Debian) (preloaded format=latex) restricted \write18 enabled. entering extended mode (./math.tex LaTeX2e <2017/01/01> patch level 3 Babel <3.9r> and hyphenation patterns for 12 language(s) loaded. (/usr/share/texlive/texmf-dist/tex/latex/base/article.cls Document Class: article 2014/09/29 v1.4h Standard LaTeX document class (/usr/share/texlive/texmf-dist/tex/latex/base/size12.clo)) (/usr/share/texlive/texmf-dist/tex/latex/base/inputenc.sty (/usr/share/texlive/texmf-dist/tex/latex/ucs/utf8x.def)) (/usr/share/texlive/texmf-dist/tex/latex/ucs/ucs.sty (/usr/share/texlive/texmf-dist/tex/latex/ucs/data/uni-global.def)) (/usr/share/texlive/texmf-dist/tex/latex/amsmath/amsmath.sty For additional information on amsmath, use the `?' option. (/usr/share/texlive/texmf-dist/tex/latex/amsmath/amstext.sty (/usr/share/texlive/texmf-dist/tex/latex/amsmath/amsgen.sty)) (/usr/share/texlive/texmf-dist/tex/latex/amsmath/amsbsy.sty) (/usr/share/texlive/texmf-dist/tex/latex/amsmath/amsopn.sty)) (/usr/share/texlive/texmf-dist/tex/latex/amscls/amsthm.sty) (/usr/share/texlive/texmf-dist/tex/latex/amsfonts/amssymb.sty (/usr/share/texlive/texmf-dist/tex/latex/amsfonts/amsfonts.sty)) (/usr/share/texlive/texmf-dist/tex/latex/anyfontsize/anyfontsize.sty) (/usr/share/texlive/texmf-dist/tex/latex/tools/bm.sty) (/usr/share/texlive/texmf-dist/tex/latex/mathtools/mathtools.sty (/usr/share/texlive/texmf-dist/tex/latex/graphics/keyval.sty) (/usr/share/texlive/texmf-dist/tex/latex/tools/calc.sty) (/usr/share/texlive/texmf-dist/tex/latex/mathtools/mhsetup.sty)) ! LaTeX Error: File `dsfont.sty' not found. Type X to quit or <RETURN> to proceed, or enter new name. (Default extension: sty) Enter file name: ! Emergency stop. <read *> l.16 \def \Z{\mathbb{Z}}^^M No pages of output. Transcript written on math.log.
System Message: WARNING/2 (\text{Normal}(\mu_n,\tau^2_n))
latex exited with error [stdout] This is pdfTeX, Version 3.14159265-2.6-1.40.17 (TeX Live 2016/Debian) (preloaded format=latex) restricted \write18 enabled. entering extended mode (./math.tex LaTeX2e <2017/01/01> patch level 3 Babel <3.9r> and hyphenation patterns for 12 language(s) loaded. (/usr/share/texlive/texmf-dist/tex/latex/base/article.cls Document Class: article 2014/09/29 v1.4h Standard LaTeX document class (/usr/share/texlive/texmf-dist/tex/latex/base/size12.clo)) (/usr/share/texlive/texmf-dist/tex/latex/base/inputenc.sty (/usr/share/texlive/texmf-dist/tex/latex/ucs/utf8x.def)) (/usr/share/texlive/texmf-dist/tex/latex/ucs/ucs.sty (/usr/share/texlive/texmf-dist/tex/latex/ucs/data/uni-global.def)) (/usr/share/texlive/texmf-dist/tex/latex/amsmath/amsmath.sty For additional information on amsmath, use the `?' option. (/usr/share/texlive/texmf-dist/tex/latex/amsmath/amstext.sty (/usr/share/texlive/texmf-dist/tex/latex/amsmath/amsgen.sty)) (/usr/share/texlive/texmf-dist/tex/latex/amsmath/amsbsy.sty) (/usr/share/texlive/texmf-dist/tex/latex/amsmath/amsopn.sty)) (/usr/share/texlive/texmf-dist/tex/latex/amscls/amsthm.sty) (/usr/share/texlive/texmf-dist/tex/latex/amsfonts/amssymb.sty (/usr/share/texlive/texmf-dist/tex/latex/amsfonts/amsfonts.sty)) (/usr/share/texlive/texmf-dist/tex/latex/anyfontsize/anyfontsize.sty) (/usr/share/texlive/texmf-dist/tex/latex/tools/bm.sty) (/usr/share/texlive/texmf-dist/tex/latex/mathtools/mathtools.sty (/usr/share/texlive/texmf-dist/tex/latex/graphics/keyval.sty) (/usr/share/texlive/texmf-dist/tex/latex/tools/calc.sty) (/usr/share/texlive/texmf-dist/tex/latex/mathtools/mhsetup.sty)) ! LaTeX Error: File `dsfont.sty' not found. Type X to quit or <RETURN> to proceed, or enter new name. (Default extension: sty) Enter file name: ! Emergency stop. <read *> l.16 \def \Z{\mathbb{Z}}^^M No pages of output. Transcript written on math.log.
System Message: WARNING/2 (mu_n=bar x frac n/sigma^2 n/sigma^2+1/tau^2+mufrac 1/tau^2 n/sigma^2+1/tau^2)
latex exited with error [stdout] This is pdfTeX, Version 3.14159265-2.6-1.40.17 (TeX Live 2016/Debian) (preloaded format=latex) restricted \write18 enabled. entering extended mode (./math.tex LaTeX2e <2017/01/01> patch level 3 Babel <3.9r> and hyphenation patterns for 12 language(s) loaded. (/usr/share/texlive/texmf-dist/tex/latex/base/article.cls Document Class: article 2014/09/29 v1.4h Standard LaTeX document class (/usr/share/texlive/texmf-dist/tex/latex/base/size12.clo)) (/usr/share/texlive/texmf-dist/tex/latex/base/inputenc.sty (/usr/share/texlive/texmf-dist/tex/latex/ucs/utf8x.def)) (/usr/share/texlive/texmf-dist/tex/latex/ucs/ucs.sty (/usr/share/texlive/texmf-dist/tex/latex/ucs/data/uni-global.def)) (/usr/share/texlive/texmf-dist/tex/latex/amsmath/amsmath.sty For additional information on amsmath, use the `?' option. (/usr/share/texlive/texmf-dist/tex/latex/amsmath/amstext.sty (/usr/share/texlive/texmf-dist/tex/latex/amsmath/amsgen.sty)) (/usr/share/texlive/texmf-dist/tex/latex/amsmath/amsbsy.sty) (/usr/share/texlive/texmf-dist/tex/latex/amsmath/amsopn.sty)) (/usr/share/texlive/texmf-dist/tex/latex/amscls/amsthm.sty) (/usr/share/texlive/texmf-dist/tex/latex/amsfonts/amssymb.sty (/usr/share/texlive/texmf-dist/tex/latex/amsfonts/amsfonts.sty)) (/usr/share/texlive/texmf-dist/tex/latex/anyfontsize/anyfontsize.sty) (/usr/share/texlive/texmf-dist/tex/latex/tools/bm.sty) (/usr/share/texlive/texmf-dist/tex/latex/mathtools/mathtools.sty (/usr/share/texlive/texmf-dist/tex/latex/graphics/keyval.sty) (/usr/share/texlive/texmf-dist/tex/latex/tools/calc.sty) (/usr/share/texlive/texmf-dist/tex/latex/mathtools/mhsetup.sty)) ! LaTeX Error: File `dsfont.sty' not found. Type X to quit or <RETURN> to proceed, or enter new name. (Default extension: sty) Enter file name: ! Emergency stop. <read *> l.16 \def \Z{\mathbb{Z}}^^M No pages of output. Transcript written on math.log.
和
System Message: WARNING/2 (tau)
latex exited with error [stdout] This is pdfTeX, Version 3.14159265-2.6-1.40.17 (TeX Live 2016/Debian) (preloaded format=latex) restricted \write18 enabled. entering extended mode (./math.tex LaTeX2e <2017/01/01> patch level 3 Babel <3.9r> and hyphenation patterns for 12 language(s) loaded. (/usr/share/texlive/texmf-dist/tex/latex/base/article.cls Document Class: article 2014/09/29 v1.4h Standard LaTeX document class (/usr/share/texlive/texmf-dist/tex/latex/base/size12.clo)) (/usr/share/texlive/texmf-dist/tex/latex/base/inputenc.sty (/usr/share/texlive/texmf-dist/tex/latex/ucs/utf8x.def)) (/usr/share/texlive/texmf-dist/tex/latex/ucs/ucs.sty (/usr/share/texlive/texmf-dist/tex/latex/ucs/data/uni-global.def)) (/usr/share/texlive/texmf-dist/tex/latex/amsmath/amsmath.sty For additional information on amsmath, use the `?' option. (/usr/share/texlive/texmf-dist/tex/latex/amsmath/amstext.sty (/usr/share/texlive/texmf-dist/tex/latex/amsmath/amsgen.sty)) (/usr/share/texlive/texmf-dist/tex/latex/amsmath/amsbsy.sty) (/usr/share/texlive/texmf-dist/tex/latex/amsmath/amsopn.sty)) (/usr/share/texlive/texmf-dist/tex/latex/amscls/amsthm.sty) (/usr/share/texlive/texmf-dist/tex/latex/amsfonts/amssymb.sty (/usr/share/texlive/texmf-dist/tex/latex/amsfonts/amsfonts.sty)) (/usr/share/texlive/texmf-dist/tex/latex/anyfontsize/anyfontsize.sty) (/usr/share/texlive/texmf-dist/tex/latex/tools/bm.sty) (/usr/share/texlive/texmf-dist/tex/latex/mathtools/mathtools.sty (/usr/share/texlive/texmf-dist/tex/latex/graphics/keyval.sty) (/usr/share/texlive/texmf-dist/tex/latex/tools/calc.sty) (/usr/share/texlive/texmf-dist/tex/latex/mathtools/mhsetup.sty)) ! LaTeX Error: File `dsfont.sty' not found. Type X to quit or <RETURN> to proceed, or enter new name. (Default extension: sty) Enter file name: ! Emergency stop. <read *> l.16 \def \Z{\mathbb{Z}}^^M No pages of output. Transcript written on math.log.
17.2.2. 示例设置¶
其余参数为
System Message: WARNING/2 (\sigma^2=1)
latex exited with error [stdout] This is pdfTeX, Version 3.14159265-2.6-1.40.17 (TeX Live 2016/Debian) (preloaded format=latex) restricted \write18 enabled. entering extended mode (./math.tex LaTeX2e <2017/01/01> patch level 3 Babel <3.9r> and hyphenation patterns for 12 language(s) loaded. (/usr/share/texlive/texmf-dist/tex/latex/base/article.cls Document Class: article 2014/09/29 v1.4h Standard LaTeX document class (/usr/share/texlive/texmf-dist/tex/latex/base/size12.clo)) (/usr/share/texlive/texmf-dist/tex/latex/base/inputenc.sty (/usr/share/texlive/texmf-dist/tex/latex/ucs/utf8x.def)) (/usr/share/texlive/texmf-dist/tex/latex/ucs/ucs.sty (/usr/share/texlive/texmf-dist/tex/latex/ucs/data/uni-global.def)) (/usr/share/texlive/texmf-dist/tex/latex/amsmath/amsmath.sty For additional information on amsmath, use the `?' option. (/usr/share/texlive/texmf-dist/tex/latex/amsmath/amstext.sty (/usr/share/texlive/texmf-dist/tex/latex/amsmath/amsgen.sty)) (/usr/share/texlive/texmf-dist/tex/latex/amsmath/amsbsy.sty) (/usr/share/texlive/texmf-dist/tex/latex/amsmath/amsopn.sty)) (/usr/share/texlive/texmf-dist/tex/latex/amscls/amsthm.sty) (/usr/share/texlive/texmf-dist/tex/latex/amsfonts/amssymb.sty (/usr/share/texlive/texmf-dist/tex/latex/amsfonts/amsfonts.sty)) (/usr/share/texlive/texmf-dist/tex/latex/anyfontsize/anyfontsize.sty) (/usr/share/texlive/texmf-dist/tex/latex/tools/bm.sty) (/usr/share/texlive/texmf-dist/tex/latex/mathtools/mathtools.sty (/usr/share/texlive/texmf-dist/tex/latex/graphics/keyval.sty) (/usr/share/texlive/texmf-dist/tex/latex/tools/calc.sty) (/usr/share/texlive/texmf-dist/tex/latex/mathtools/mhsetup.sty)) ! LaTeX Error: File `dsfont.sty' not found. Type X to quit or <RETURN> to proceed, or enter new name. (Default extension: sty) Enter file name: ! Emergency stop. <read *> l.16 \def \Z{\mathbb{Z}}^^M No pages of output. Transcript written on math.log.
System Message: WARNING/2 (\tau^2=10)
latex exited with error [stdout] This is pdfTeX, Version 3.14159265-2.6-1.40.17 (TeX Live 2016/Debian) (preloaded format=latex) restricted \write18 enabled. entering extended mode (./math.tex LaTeX2e <2017/01/01> patch level 3 Babel <3.9r> and hyphenation patterns for 12 language(s) loaded. (/usr/share/texlive/texmf-dist/tex/latex/base/article.cls Document Class: article 2014/09/29 v1.4h Standard LaTeX document class (/usr/share/texlive/texmf-dist/tex/latex/base/size12.clo)) (/usr/share/texlive/texmf-dist/tex/latex/base/inputenc.sty (/usr/share/texlive/texmf-dist/tex/latex/ucs/utf8x.def)) (/usr/share/texlive/texmf-dist/tex/latex/ucs/ucs.sty (/usr/share/texlive/texmf-dist/tex/latex/ucs/data/uni-global.def)) (/usr/share/texlive/texmf-dist/tex/latex/amsmath/amsmath.sty For additional information on amsmath, use the `?' option. (/usr/share/texlive/texmf-dist/tex/latex/amsmath/amstext.sty (/usr/share/texlive/texmf-dist/tex/latex/amsmath/amsgen.sty)) (/usr/share/texlive/texmf-dist/tex/latex/amsmath/amsbsy.sty) (/usr/share/texlive/texmf-dist/tex/latex/amsmath/amsopn.sty)) (/usr/share/texlive/texmf-dist/tex/latex/amscls/amsthm.sty) (/usr/share/texlive/texmf-dist/tex/latex/amsfonts/amssymb.sty (/usr/share/texlive/texmf-dist/tex/latex/amsfonts/amsfonts.sty)) (/usr/share/texlive/texmf-dist/tex/latex/anyfontsize/anyfontsize.sty) (/usr/share/texlive/texmf-dist/tex/latex/tools/bm.sty) (/usr/share/texlive/texmf-dist/tex/latex/mathtools/mathtools.sty (/usr/share/texlive/texmf-dist/tex/latex/graphics/keyval.sty) (/usr/share/texlive/texmf-dist/tex/latex/tools/calc.sty) (/usr/share/texlive/texmf-dist/tex/latex/mathtools/mhsetup.sty)) ! LaTeX Error: File `dsfont.sty' not found. Type X to quit or <RETURN> to proceed, or enter new name. (Default extension: sty) Enter file name: ! Emergency stop. <read *> l.16 \def \Z{\mathbb{Z}}^^M No pages of output. Transcript written on math.log.
System Message: WARNING/2 (\mu=5)
latex exited with error [stdout] This is pdfTeX, Version 3.14159265-2.6-1.40.17 (TeX Live 2016/Debian) (preloaded format=latex) restricted \write18 enabled. entering extended mode (./math.tex LaTeX2e <2017/01/01> patch level 3 Babel <3.9r> and hyphenation patterns for 12 language(s) loaded. (/usr/share/texlive/texmf-dist/tex/latex/base/article.cls Document Class: article 2014/09/29 v1.4h Standard LaTeX document class (/usr/share/texlive/texmf-dist/tex/latex/base/size12.clo)) (/usr/share/texlive/texmf-dist/tex/latex/base/inputenc.sty (/usr/share/texlive/texmf-dist/tex/latex/ucs/utf8x.def)) (/usr/share/texlive/texmf-dist/tex/latex/ucs/ucs.sty (/usr/share/texlive/texmf-dist/tex/latex/ucs/data/uni-global.def)) (/usr/share/texlive/texmf-dist/tex/latex/amsmath/amsmath.sty For additional information on amsmath, use the `?' option. (/usr/share/texlive/texmf-dist/tex/latex/amsmath/amstext.sty (/usr/share/texlive/texmf-dist/tex/latex/amsmath/amsgen.sty)) (/usr/share/texlive/texmf-dist/tex/latex/amsmath/amsbsy.sty) (/usr/share/texlive/texmf-dist/tex/latex/amsmath/amsopn.sty)) (/usr/share/texlive/texmf-dist/tex/latex/amscls/amsthm.sty) (/usr/share/texlive/texmf-dist/tex/latex/amsfonts/amssymb.sty (/usr/share/texlive/texmf-dist/tex/latex/amsfonts/amsfonts.sty)) (/usr/share/texlive/texmf-dist/tex/latex/anyfontsize/anyfontsize.sty) (/usr/share/texlive/texmf-dist/tex/latex/tools/bm.sty) (/usr/share/texlive/texmf-dist/tex/latex/mathtools/mathtools.sty (/usr/share/texlive/texmf-dist/tex/latex/graphics/keyval.sty) (/usr/share/texlive/texmf-dist/tex/latex/tools/calc.sty) (/usr/share/texlive/texmf-dist/tex/latex/mathtools/mhsetup.sty)) ! LaTeX Error: File `dsfont.sty' not found. Type X to quit or <RETURN> to proceed, or enter new name. (Default extension: sty) Enter file name: ! Emergency stop. <read *> l.16 \def \Z{\mathbb{Z}}^^M No pages of output. Transcript written on math.log.
System Message: WARNING/2 (n=5)
latex exited with error [stdout] This is pdfTeX, Version 3.14159265-2.6-1.40.17 (TeX Live 2016/Debian) (preloaded format=latex) restricted \write18 enabled. entering extended mode (./math.tex LaTeX2e <2017/01/01> patch level 3 Babel <3.9r> and hyphenation patterns for 12 language(s) loaded. (/usr/share/texlive/texmf-dist/tex/latex/base/article.cls Document Class: article 2014/09/29 v1.4h Standard LaTeX document class (/usr/share/texlive/texmf-dist/tex/latex/base/size12.clo)) (/usr/share/texlive/texmf-dist/tex/latex/base/inputenc.sty (/usr/share/texlive/texmf-dist/tex/latex/ucs/utf8x.def)) (/usr/share/texlive/texmf-dist/tex/latex/ucs/ucs.sty (/usr/share/texlive/texmf-dist/tex/latex/ucs/data/uni-global.def)) (/usr/share/texlive/texmf-dist/tex/latex/amsmath/amsmath.sty For additional information on amsmath, use the `?' option. (/usr/share/texlive/texmf-dist/tex/latex/amsmath/amstext.sty (/usr/share/texlive/texmf-dist/tex/latex/amsmath/amsgen.sty)) (/usr/share/texlive/texmf-dist/tex/latex/amsmath/amsbsy.sty) (/usr/share/texlive/texmf-dist/tex/latex/amsmath/amsopn.sty)) (/usr/share/texlive/texmf-dist/tex/latex/amscls/amsthm.sty) (/usr/share/texlive/texmf-dist/tex/latex/amsfonts/amssymb.sty (/usr/share/texlive/texmf-dist/tex/latex/amsfonts/amsfonts.sty)) (/usr/share/texlive/texmf-dist/tex/latex/anyfontsize/anyfontsize.sty) (/usr/share/texlive/texmf-dist/tex/latex/tools/bm.sty) (/usr/share/texlive/texmf-dist/tex/latex/mathtools/mathtools.sty (/usr/share/texlive/texmf-dist/tex/latex/graphics/keyval.sty) (/usr/share/texlive/texmf-dist/tex/latex/tools/calc.sty) (/usr/share/texlive/texmf-dist/tex/latex/mathtools/mhsetup.sty)) ! LaTeX Error: File `dsfont.sty' not found. Type X to quit or <RETURN> to proceed, or enter new name. (Default extension: sty) Enter file name: ! Emergency stop. <read *> l.16 \def \Z{\mathbb{Z}}^^M No pages of output. Transcript written on math.log.
System Message: WARNING/2 (Y= [9.37、10.18、9.16、11.60、10.33])
latex exited with error [stdout] This is pdfTeX, Version 3.14159265-2.6-1.40.17 (TeX Live 2016/Debian) (preloaded format=latex) restricted \write18 enabled. entering extended mode (./math.tex LaTeX2e <2017/01/01> patch level 3 Babel <3.9r> and hyphenation patterns for 12 language(s) loaded. (/usr/share/texlive/texmf-dist/tex/latex/base/article.cls Document Class: article 2014/09/29 v1.4h Standard LaTeX document class (/usr/share/texlive/texmf-dist/tex/latex/base/size12.clo)) (/usr/share/texlive/texmf-dist/tex/latex/base/inputenc.sty (/usr/share/texlive/texmf-dist/tex/latex/ucs/utf8x.def)) (/usr/share/texlive/texmf-dist/tex/latex/ucs/ucs.sty (/usr/share/texlive/texmf-dist/tex/latex/ucs/data/uni-global.def)) (/usr/share/texlive/texmf-dist/tex/latex/amsmath/amsmath.sty For additional information on amsmath, use the `?' option. (/usr/share/texlive/texmf-dist/tex/latex/amsmath/amstext.sty (/usr/share/texlive/texmf-dist/tex/latex/amsmath/amsgen.sty)) (/usr/share/texlive/texmf-dist/tex/latex/amsmath/amsbsy.sty) (/usr/share/texlive/texmf-dist/tex/latex/amsmath/amsopn.sty)) (/usr/share/texlive/texmf-dist/tex/latex/amscls/amsthm.sty) (/usr/share/texlive/texmf-dist/tex/latex/amsfonts/amssymb.sty (/usr/share/texlive/texmf-dist/tex/latex/amsfonts/amsfonts.sty)) (/usr/share/texlive/texmf-dist/tex/latex/anyfontsize/anyfontsize.sty) (/usr/share/texlive/texmf-dist/tex/latex/tools/bm.sty) (/usr/share/texlive/texmf-dist/tex/latex/mathtools/mathtools.sty (/usr/share/texlive/texmf-dist/tex/latex/graphics/keyval.sty) (/usr/share/texlive/texmf-dist/tex/latex/tools/calc.sty) (/usr/share/texlive/texmf-dist/tex/latex/mathtools/mhsetup.sty)) ! LaTeX Error: File `dsfont.sty' not found. Type X to quit or <RETURN> to proceed, or enter new name. (Default extension: sty) Enter file name: ! Emergency stop. <read *> l.16 \def \Z{\mathbb{Z}}^^M No pages of output. Transcript written on math.log.
对于这个设置，我们得到
System Message: WARNING/2 (\mu_n=10.02745)
latex exited with error [stdout] This is pdfTeX, Version 3.14159265-2.6-1.40.17 (TeX Live 2016/Debian) (preloaded format=latex) restricted \write18 enabled. entering extended mode (./math.tex LaTeX2e <2017/01/01> patch level 3 Babel <3.9r> and hyphenation patterns for 12 language(s) loaded. (/usr/share/texlive/texmf-dist/tex/latex/base/article.cls Document Class: article 2014/09/29 v1.4h Standard LaTeX document class (/usr/share/texlive/texmf-dist/tex/latex/base/size12.clo)) (/usr/share/texlive/texmf-dist/tex/latex/base/inputenc.sty (/usr/share/texlive/texmf-dist/tex/latex/ucs/utf8x.def)) (/usr/share/texlive/texmf-dist/tex/latex/ucs/ucs.sty (/usr/share/texlive/texmf-dist/tex/latex/ucs/data/uni-global.def)) (/usr/share/texlive/texmf-dist/tex/latex/amsmath/amsmath.sty For additional information on amsmath, use the `?' option. (/usr/share/texlive/texmf-dist/tex/latex/amsmath/amstext.sty (/usr/share/texlive/texmf-dist/tex/latex/amsmath/amsgen.sty)) (/usr/share/texlive/texmf-dist/tex/latex/amsmath/amsbsy.sty) (/usr/share/texlive/texmf-dist/tex/latex/amsmath/amsopn.sty)) (/usr/share/texlive/texmf-dist/tex/latex/amscls/amsthm.sty) (/usr/share/texlive/texmf-dist/tex/latex/amsfonts/amssymb.sty (/usr/share/texlive/texmf-dist/tex/latex/amsfonts/amsfonts.sty)) (/usr/share/texlive/texmf-dist/tex/latex/anyfontsize/anyfontsize.sty) (/usr/share/texlive/texmf-dist/tex/latex/tools/bm.sty) (/usr/share/texlive/texmf-dist/tex/latex/mathtools/mathtools.sty (/usr/share/texlive/texmf-dist/tex/latex/graphics/keyval.sty) (/usr/share/texlive/texmf-dist/tex/latex/tools/calc.sty) (/usr/share/texlive/texmf-dist/tex/latex/mathtools/mhsetup.sty)) ! LaTeX Error: File `dsfont.sty' not found. Type X to quit or <RETURN> to proceed, or enter new name. (Default extension: sty) Enter file name: ! Emergency stop. <read *> l.16 \def \Z{\mathbb{Z}}^^M No pages of output. Transcript written on math.log.
System Message: WARNING/2 (\tau_n^2=0.1960784)
latex exited with error [stdout] This is pdfTeX, Version 3.14159265-2.6-1.40.17 (TeX Live 2016/Debian) (preloaded format=latex) restricted \write18 enabled. entering extended mode (./math.tex LaTeX2e <2017/01/01> patch level 3 Babel <3.9r> and hyphenation patterns for 12 language(s) loaded. (/usr/share/texlive/texmf-dist/tex/latex/base/article.cls Document Class: article 2014/09/29 v1.4h Standard LaTeX document class (/usr/share/texlive/texmf-dist/tex/latex/base/size12.clo)) (/usr/share/texlive/texmf-dist/tex/latex/base/inputenc.sty (/usr/share/texlive/texmf-dist/tex/latex/ucs/utf8x.def)) (/usr/share/texlive/texmf-dist/tex/latex/ucs/ucs.sty (/usr/share/texlive/texmf-dist/tex/latex/ucs/data/uni-global.def)) (/usr/share/texlive/texmf-dist/tex/latex/amsmath/amsmath.sty For additional information on amsmath, use the `?' option. (/usr/share/texlive/texmf-dist/tex/latex/amsmath/amstext.sty (/usr/share/texlive/texmf-dist/tex/latex/amsmath/amsgen.sty)) (/usr/share/texlive/texmf-dist/tex/latex/amsmath/amsbsy.sty) (/usr/share/texlive/texmf-dist/tex/latex/amsmath/amsopn.sty)) (/usr/share/texlive/texmf-dist/tex/latex/amscls/amsthm.sty) (/usr/share/texlive/texmf-dist/tex/latex/amsfonts/amssymb.sty (/usr/share/texlive/texmf-dist/tex/latex/amsfonts/amsfonts.sty)) (/usr/share/texlive/texmf-dist/tex/latex/anyfontsize/anyfontsize.sty) (/usr/share/texlive/texmf-dist/tex/latex/tools/bm.sty) (/usr/share/texlive/texmf-dist/tex/latex/mathtools/mathtools.sty (/usr/share/texlive/texmf-dist/tex/latex/graphics/keyval.sty) (/usr/share/texlive/texmf-dist/tex/latex/tools/calc.sty) (/usr/share/texlive/texmf-dist/tex/latex/mathtools/mhsetup.sty)) ! LaTeX Error: File `dsfont.sty' not found. Type X to quit or <RETURN> to proceed, or enter new name. (Default extension: sty) Enter file name: ! Emergency stop. <read *> l.16 \def \Z{\mathbb{Z}}^^M No pages of output. Transcript written on math.log.
17.2.3. 基本数学推导¶
在 Metropolis算法 ，我们需要计算接受率。
System Message: WARNING/2 (r)
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System Message: WARNING/2 (R&=frac P（theta）^ |x)}}{{p(theta^{{(s)}}|x)}} \ &= frac{{p(x|theta^ p（tθ^） )}}{{p(x|theta^{{(s)}})p(theta^{{(s)}})}}\ &= left(frac{{prod_itext{{dnorm}}(x_i,theta^)
latex exited with error [stdout] This is pdfTeX, Version 3.14159265-2.6-1.40.17 (TeX Live 2016/Debian) (preloaded format=latex) restricted \write18 enabled. entering extended mode (./math.tex LaTeX2e <2017/01/01> patch level 3 Babel <3.9r> and hyphenation patterns for 12 language(s) loaded. (/usr/share/texlive/texmf-dist/tex/latex/base/article.cls Document Class: article 2014/09/29 v1.4h Standard LaTeX document class (/usr/share/texlive/texmf-dist/tex/latex/base/size12.clo)) (/usr/share/texlive/texmf-dist/tex/latex/base/inputenc.sty (/usr/share/texlive/texmf-dist/tex/latex/ucs/utf8x.def)) (/usr/share/texlive/texmf-dist/tex/latex/ucs/ucs.sty (/usr/share/texlive/texmf-dist/tex/latex/ucs/data/uni-global.def)) (/usr/share/texlive/texmf-dist/tex/latex/amsmath/amsmath.sty For additional information on amsmath, use the `?' option. (/usr/share/texlive/texmf-dist/tex/latex/amsmath/amstext.sty (/usr/share/texlive/texmf-dist/tex/latex/amsmath/amsgen.sty)) (/usr/share/texlive/texmf-dist/tex/latex/amsmath/amsbsy.sty) (/usr/share/texlive/texmf-dist/tex/latex/amsmath/amsopn.sty)) (/usr/share/texlive/texmf-dist/tex/latex/amscls/amsthm.sty) (/usr/share/texlive/texmf-dist/tex/latex/amsfonts/amssymb.sty (/usr/share/texlive/texmf-dist/tex/latex/amsfonts/amsfonts.sty)) (/usr/share/texlive/texmf-dist/tex/latex/anyfontsize/anyfontsize.sty) (/usr/share/texlive/texmf-dist/tex/latex/tools/bm.sty) (/usr/share/texlive/texmf-dist/tex/latex/mathtools/mathtools.sty (/usr/share/texlive/texmf-dist/tex/latex/graphics/keyval.sty) (/usr/share/texlive/texmf-dist/tex/latex/tools/calc.sty) (/usr/share/texlive/texmf-dist/tex/latex/mathtools/mhsetup.sty)) ! LaTeX Error: File `dsfont.sty' not found. Type X to quit or <RETURN> to proceed, or enter new name. (Default extension: sty) Enter file name: ! Emergency stop. <read *> l.16 \def \Z{\mathbb{Z}}^^M No pages of output. Transcript written on math.log.
在许多情况下，计算比率
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latex exited with error [stdout] This is pdfTeX, Version 3.14159265-2.6-1.40.17 (TeX Live 2016/Debian) (preloaded format=latex) restricted \write18 enabled. entering extended mode (./math.tex LaTeX2e <2017/01/01> patch level 3 Babel <3.9r> and hyphenation patterns for 12 language(s) loaded. (/usr/share/texlive/texmf-dist/tex/latex/base/article.cls Document Class: article 2014/09/29 v1.4h Standard LaTeX document class (/usr/share/texlive/texmf-dist/tex/latex/base/size12.clo)) (/usr/share/texlive/texmf-dist/tex/latex/base/inputenc.sty (/usr/share/texlive/texmf-dist/tex/latex/ucs/utf8x.def)) (/usr/share/texlive/texmf-dist/tex/latex/ucs/ucs.sty (/usr/share/texlive/texmf-dist/tex/latex/ucs/data/uni-global.def)) (/usr/share/texlive/texmf-dist/tex/latex/amsmath/amsmath.sty For additional information on amsmath, use the `?' option. (/usr/share/texlive/texmf-dist/tex/latex/amsmath/amstext.sty (/usr/share/texlive/texmf-dist/tex/latex/amsmath/amsgen.sty)) (/usr/share/texlive/texmf-dist/tex/latex/amsmath/amsbsy.sty) (/usr/share/texlive/texmf-dist/tex/latex/amsmath/amsopn.sty)) (/usr/share/texlive/texmf-dist/tex/latex/amscls/amsthm.sty) (/usr/share/texlive/texmf-dist/tex/latex/amsfonts/amssymb.sty (/usr/share/texlive/texmf-dist/tex/latex/amsfonts/amsfonts.sty)) (/usr/share/texlive/texmf-dist/tex/latex/anyfontsize/anyfontsize.sty) (/usr/share/texlive/texmf-dist/tex/latex/tools/bm.sty) (/usr/share/texlive/texmf-dist/tex/latex/mathtools/mathtools.sty (/usr/share/texlive/texmf-dist/tex/latex/graphics/keyval.sty) (/usr/share/texlive/texmf-dist/tex/latex/tools/calc.sty) (/usr/share/texlive/texmf-dist/tex/latex/mathtools/mhsetup.sty)) ! LaTeX Error: File `dsfont.sty' not found. Type X to quit or <RETURN> to proceed, or enter new name. (Default extension: sty) Enter file name: ! Emergency stop. <read *> l.16 \def \Z{\mathbb{Z}}^^M No pages of output. Transcript written on math.log.
System Message: WARNING/2 (log r)
latex exited with error [stdout] This is pdfTeX, Version 3.14159265-2.6-1.40.17 (TeX Live 2016/Debian) (preloaded format=latex) restricted \write18 enabled. entering extended mode (./math.tex LaTeX2e <2017/01/01> patch level 3 Babel <3.9r> and hyphenation patterns for 12 language(s) loaded. (/usr/share/texlive/texmf-dist/tex/latex/base/article.cls Document Class: article 2014/09/29 v1.4h Standard LaTeX document class (/usr/share/texlive/texmf-dist/tex/latex/base/size12.clo)) (/usr/share/texlive/texmf-dist/tex/latex/base/inputenc.sty (/usr/share/texlive/texmf-dist/tex/latex/ucs/utf8x.def)) (/usr/share/texlive/texmf-dist/tex/latex/ucs/ucs.sty (/usr/share/texlive/texmf-dist/tex/latex/ucs/data/uni-global.def)) (/usr/share/texlive/texmf-dist/tex/latex/amsmath/amsmath.sty For additional information on amsmath, use the `?' option. (/usr/share/texlive/texmf-dist/tex/latex/amsmath/amstext.sty (/usr/share/texlive/texmf-dist/tex/latex/amsmath/amsgen.sty)) (/usr/share/texlive/texmf-dist/tex/latex/amsmath/amsbsy.sty) (/usr/share/texlive/texmf-dist/tex/latex/amsmath/amsopn.sty)) (/usr/share/texlive/texmf-dist/tex/latex/amscls/amsthm.sty) (/usr/share/texlive/texmf-dist/tex/latex/amsfonts/amssymb.sty (/usr/share/texlive/texmf-dist/tex/latex/amsfonts/amsfonts.sty)) (/usr/share/texlive/texmf-dist/tex/latex/anyfontsize/anyfontsize.sty) (/usr/share/texlive/texmf-dist/tex/latex/tools/bm.sty) (/usr/share/texlive/texmf-dist/tex/latex/mathtools/mathtools.sty (/usr/share/texlive/texmf-dist/tex/latex/graphics/keyval.sty) (/usr/share/texlive/texmf-dist/tex/latex/tools/calc.sty) (/usr/share/texlive/texmf-dist/tex/latex/mathtools/mhsetup.sty)) ! LaTeX Error: File `dsfont.sty' not found. Type X to quit or <RETURN> to proceed, or enter new name. (Default extension: sty) Enter file name: ! Emergency stop. <read *> l.16 \def \Z{\mathbb{Z}}^^M No pages of output. Transcript written on math.log.
System Message: WARNING/2 (logr&=sum_ileft（日志 [text{{dnorm}}(x_i,theta^*,sigma)] 原木 [text{{dnorm}}(x_i, theta^{{(s)}}, sigma)] 右）左（对数） [text{{dnorm}}(theta^*,mu,tau)] 原木 [text{{dnorm}}(theta^{{(s)}}, mu,tau)] 右）)
latex exited with error [stdout] This is pdfTeX, Version 3.14159265-2.6-1.40.17 (TeX Live 2016/Debian) (preloaded format=latex) restricted \write18 enabled. entering extended mode (./math.tex LaTeX2e <2017/01/01> patch level 3 Babel <3.9r> and hyphenation patterns for 12 language(s) loaded. (/usr/share/texlive/texmf-dist/tex/latex/base/article.cls Document Class: article 2014/09/29 v1.4h Standard LaTeX document class (/usr/share/texlive/texmf-dist/tex/latex/base/size12.clo)) (/usr/share/texlive/texmf-dist/tex/latex/base/inputenc.sty (/usr/share/texlive/texmf-dist/tex/latex/ucs/utf8x.def)) (/usr/share/texlive/texmf-dist/tex/latex/ucs/ucs.sty (/usr/share/texlive/texmf-dist/tex/latex/ucs/data/uni-global.def)) (/usr/share/texlive/texmf-dist/tex/latex/amsmath/amsmath.sty For additional information on amsmath, use the `?' option. (/usr/share/texlive/texmf-dist/tex/latex/amsmath/amstext.sty (/usr/share/texlive/texmf-dist/tex/latex/amsmath/amsgen.sty)) (/usr/share/texlive/texmf-dist/tex/latex/amsmath/amsbsy.sty) (/usr/share/texlive/texmf-dist/tex/latex/amsmath/amsopn.sty)) (/usr/share/texlive/texmf-dist/tex/latex/amscls/amsthm.sty) (/usr/share/texlive/texmf-dist/tex/latex/amsfonts/amssymb.sty (/usr/share/texlive/texmf-dist/tex/latex/amsfonts/amsfonts.sty)) (/usr/share/texlive/texmf-dist/tex/latex/anyfontsize/anyfontsize.sty) (/usr/share/texlive/texmf-dist/tex/latex/tools/bm.sty) (/usr/share/texlive/texmf-dist/tex/latex/mathtools/mathtools.sty (/usr/share/texlive/texmf-dist/tex/latex/graphics/keyval.sty) (/usr/share/texlive/texmf-dist/tex/latex/tools/calc.sty) (/usr/share/texlive/texmf-dist/tex/latex/mathtools/mhsetup.sty)) ! LaTeX Error: File `dsfont.sty' not found. Type X to quit or <RETURN> to proceed, or enter new name. (Default extension: sty) Enter file name: ! Emergency stop. <read *> l.16 \def \Z{\mathbb{Z}}^^M No pages of output. Transcript written on math.log.
那么，验收标准变成：如果
System Message: WARNING/2 (log u< log r)
latex exited with error [stdout] This is pdfTeX, Version 3.14159265-2.6-1.40.17 (TeX Live 2016/Debian) (preloaded format=latex) restricted \write18 enabled. entering extended mode (./math.tex LaTeX2e <2017/01/01> patch level 3 Babel <3.9r> and hyphenation patterns for 12 language(s) loaded. (/usr/share/texlive/texmf-dist/tex/latex/base/article.cls Document Class: article 2014/09/29 v1.4h Standard LaTeX document class (/usr/share/texlive/texmf-dist/tex/latex/base/size12.clo)) (/usr/share/texlive/texmf-dist/tex/latex/base/inputenc.sty (/usr/share/texlive/texmf-dist/tex/latex/ucs/utf8x.def)) (/usr/share/texlive/texmf-dist/tex/latex/ucs/ucs.sty (/usr/share/texlive/texmf-dist/tex/latex/ucs/data/uni-global.def)) (/usr/share/texlive/texmf-dist/tex/latex/amsmath/amsmath.sty For additional information on amsmath, use the `?' option. (/usr/share/texlive/texmf-dist/tex/latex/amsmath/amstext.sty (/usr/share/texlive/texmf-dist/tex/latex/amsmath/amsgen.sty)) (/usr/share/texlive/texmf-dist/tex/latex/amsmath/amsbsy.sty) (/usr/share/texlive/texmf-dist/tex/latex/amsmath/amsopn.sty)) (/usr/share/texlive/texmf-dist/tex/latex/amscls/amsthm.sty) (/usr/share/texlive/texmf-dist/tex/latex/amsfonts/amssymb.sty (/usr/share/texlive/texmf-dist/tex/latex/amsfonts/amsfonts.sty)) (/usr/share/texlive/texmf-dist/tex/latex/anyfontsize/anyfontsize.sty) (/usr/share/texlive/texmf-dist/tex/latex/tools/bm.sty) (/usr/share/texlive/texmf-dist/tex/latex/mathtools/mathtools.sty (/usr/share/texlive/texmf-dist/tex/latex/graphics/keyval.sty) (/usr/share/texlive/texmf-dist/tex/latex/tools/calc.sty) (/usr/share/texlive/texmf-dist/tex/latex/mathtools/mhsetup.sty)) ! LaTeX Error: File `dsfont.sty' not found. Type X to quit or <RETURN> to proceed, or enter new name. (Default extension: sty) Enter file name: ! Emergency stop. <read *> l.16 \def \Z{\mathbb{Z}}^^M No pages of output. Transcript written on math.log.
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latex exited with error [stdout] This is pdfTeX, Version 3.14159265-2.6-1.40.17 (TeX Live 2016/Debian) (preloaded format=latex) restricted \write18 enabled. entering extended mode (./math.tex LaTeX2e <2017/01/01> patch level 3 Babel <3.9r> and hyphenation patterns for 12 language(s) loaded. (/usr/share/texlive/texmf-dist/tex/latex/base/article.cls Document Class: article 2014/09/29 v1.4h Standard LaTeX document class (/usr/share/texlive/texmf-dist/tex/latex/base/size12.clo)) (/usr/share/texlive/texmf-dist/tex/latex/base/inputenc.sty (/usr/share/texlive/texmf-dist/tex/latex/ucs/utf8x.def)) (/usr/share/texlive/texmf-dist/tex/latex/ucs/ucs.sty (/usr/share/texlive/texmf-dist/tex/latex/ucs/data/uni-global.def)) (/usr/share/texlive/texmf-dist/tex/latex/amsmath/amsmath.sty For additional information on amsmath, use the `?' option. (/usr/share/texlive/texmf-dist/tex/latex/amsmath/amstext.sty (/usr/share/texlive/texmf-dist/tex/latex/amsmath/amsgen.sty)) (/usr/share/texlive/texmf-dist/tex/latex/amsmath/amsbsy.sty) (/usr/share/texlive/texmf-dist/tex/latex/amsmath/amsopn.sty)) (/usr/share/texlive/texmf-dist/tex/latex/amscls/amsthm.sty) (/usr/share/texlive/texmf-dist/tex/latex/amsfonts/amssymb.sty (/usr/share/texlive/texmf-dist/tex/latex/amsfonts/amsfonts.sty)) (/usr/share/texlive/texmf-dist/tex/latex/anyfontsize/anyfontsize.sty) (/usr/share/texlive/texmf-dist/tex/latex/tools/bm.sty) (/usr/share/texlive/texmf-dist/tex/latex/mathtools/mathtools.sty (/usr/share/texlive/texmf-dist/tex/latex/graphics/keyval.sty) (/usr/share/texlive/texmf-dist/tex/latex/tools/calc.sty) (/usr/share/texlive/texmf-dist/tex/latex/mathtools/mhsetup.sty)) ! LaTeX Error: File `dsfont.sty' not found. Type X to quit or <RETURN> to proceed, or enter new name. (Default extension: sty) Enter file name: ! Emergency stop. <read *> l.16 \def \Z{\mathbb{Z}}^^M No pages of output. Transcript written on math.log.
System Message: WARNING/2 (\text{{Uniform}}(0,1))
latex exited with error [stdout] This is pdfTeX, Version 3.14159265-2.6-1.40.17 (TeX Live 2016/Debian) (preloaded format=latex) restricted \write18 enabled. entering extended mode (./math.tex LaTeX2e <2017/01/01> patch level 3 Babel <3.9r> and hyphenation patterns for 12 language(s) loaded. (/usr/share/texlive/texmf-dist/tex/latex/base/article.cls Document Class: article 2014/09/29 v1.4h Standard LaTeX document class (/usr/share/texlive/texmf-dist/tex/latex/base/size12.clo)) (/usr/share/texlive/texmf-dist/tex/latex/base/inputenc.sty (/usr/share/texlive/texmf-dist/tex/latex/ucs/utf8x.def)) (/usr/share/texlive/texmf-dist/tex/latex/ucs/ucs.sty (/usr/share/texlive/texmf-dist/tex/latex/ucs/data/uni-global.def)) (/usr/share/texlive/texmf-dist/tex/latex/amsmath/amsmath.sty For additional information on amsmath, use the `?' option. (/usr/share/texlive/texmf-dist/tex/latex/amsmath/amstext.sty (/usr/share/texlive/texmf-dist/tex/latex/amsmath/amsgen.sty)) (/usr/share/texlive/texmf-dist/tex/latex/amsmath/amsbsy.sty) (/usr/share/texlive/texmf-dist/tex/latex/amsmath/amsopn.sty)) (/usr/share/texlive/texmf-dist/tex/latex/amscls/amsthm.sty) (/usr/share/texlive/texmf-dist/tex/latex/amsfonts/amssymb.sty (/usr/share/texlive/texmf-dist/tex/latex/amsfonts/amsfonts.sty)) (/usr/share/texlive/texmf-dist/tex/latex/anyfontsize/anyfontsize.sty) (/usr/share/texlive/texmf-dist/tex/latex/tools/bm.sty) (/usr/share/texlive/texmf-dist/tex/latex/mathtools/mathtools.sty (/usr/share/texlive/texmf-dist/tex/latex/graphics/keyval.sty) (/usr/share/texlive/texmf-dist/tex/latex/tools/calc.sty) (/usr/share/texlive/texmf-dist/tex/latex/mathtools/mhsetup.sty)) ! LaTeX Error: File `dsfont.sty' not found. Type X to quit or <RETURN> to proceed, or enter new name. (Default extension: sty) Enter file name: ! Emergency stop. <read *> l.16 \def \Z{\mathbb{Z}}^^M No pages of output. Transcript written on math.log.
17.3. 演示¶
现在，我们生成
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latex exited with error [stdout] This is pdfTeX, Version 3.14159265-2.6-1.40.17 (TeX Live 2016/Debian) (preloaded format=latex) restricted \write18 enabled. entering extended mode (./math.tex LaTeX2e <2017/01/01> patch level 3 Babel <3.9r> and hyphenation patterns for 12 language(s) loaded. (/usr/share/texlive/texmf-dist/tex/latex/base/article.cls Document Class: article 2014/09/29 v1.4h Standard LaTeX document class (/usr/share/texlive/texmf-dist/tex/latex/base/size12.clo)) (/usr/share/texlive/texmf-dist/tex/latex/base/inputenc.sty (/usr/share/texlive/texmf-dist/tex/latex/ucs/utf8x.def)) (/usr/share/texlive/texmf-dist/tex/latex/ucs/ucs.sty (/usr/share/texlive/texmf-dist/tex/latex/ucs/data/uni-global.def)) (/usr/share/texlive/texmf-dist/tex/latex/amsmath/amsmath.sty For additional information on amsmath, use the `?' option. (/usr/share/texlive/texmf-dist/tex/latex/amsmath/amstext.sty (/usr/share/texlive/texmf-dist/tex/latex/amsmath/amsgen.sty)) (/usr/share/texlive/texmf-dist/tex/latex/amsmath/amsbsy.sty) (/usr/share/texlive/texmf-dist/tex/latex/amsmath/amsopn.sty)) (/usr/share/texlive/texmf-dist/tex/latex/amscls/amsthm.sty) (/usr/share/texlive/texmf-dist/tex/latex/amsfonts/amssymb.sty (/usr/share/texlive/texmf-dist/tex/latex/amsfonts/amsfonts.sty)) (/usr/share/texlive/texmf-dist/tex/latex/anyfontsize/anyfontsize.sty) (/usr/share/texlive/texmf-dist/tex/latex/tools/bm.sty) (/usr/share/texlive/texmf-dist/tex/latex/mathtools/mathtools.sty (/usr/share/texlive/texmf-dist/tex/latex/graphics/keyval.sty) (/usr/share/texlive/texmf-dist/tex/latex/tools/calc.sty) (/usr/share/texlive/texmf-dist/tex/latex/mathtools/mhsetup.sty)) ! LaTeX Error: File `dsfont.sty' not found. Type X to quit or <RETURN> to proceed, or enter new name. (Default extension: sty) Enter file name: ! Emergency stop. <read *> l.16 \def \Z{\mathbb{Z}}^^M No pages of output. Transcript written on math.log.
System Message: WARNING/2 (\theta^{{(0)}}=0)
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System Message: WARNING/2 (theta^（s+1）simtext normal（theta^（s），2）。)
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17.3.1. R结果¶
# setting values
set.seed(1)
s2<-1
t2<-10
mu<-5; n<-5
# rounding the rnorm to 2 decimal places
y<-round(rnorm(n,10,1),2)
# mean of the normal posterior
mu.n<-( mean(y)*n/s2 + mu/t2 )/( n/s2+1/t2)
# variance of the normal posterior
t2.n<-1/(n/s2+1/t2)
# defining the data
y<-c(9.37, 10.18, 9.16, 11.60, 10.33)
####metropolis part####
##S = total num of simulations
theta<-0 ; delta<-2 ; S<-10000 ; THETA<-NULL ; set.seed(1)
for(s in 1:S){
## simulating our proposal
#the new value of theta
#print(theta)
theta.star<-rnorm(1,theta,sqrt(delta))
##taking the log of the ratio r
log.r<-( sum(dnorm(y,theta.star,sqrt(s2),log=TRUE))+
dnorm(theta.star,mu,sqrt(t2),log=TRUE))-
( sum(dnorm(y,theta,sqrt(s2),log=TRUE))+
dnorm(theta,mu,sqrt(t2),log=TRUE))
#print(log.r)
if(log(runif(1))<log.r) { theta<-theta.star }
##updating THETA
#print(log(runif(1)))
THETA<-c(THETA,theta)
}
##two plots: trace of theta and comparing the empirical distribution
##of simulated values to the true posterior
par(mar=c(3,3,1,1),mgp=c(1.75,.75,0))
par(mfrow=c(1,2))
# creating a sequence
skeep<-seq(10,S,by=10)
# making a trace place
plot(skeep,THETA[skeep],type="l",
xlab="iteration",ylab=expression(theta))
# making a histogram
hist(THETA[-(1:50)],prob=TRUE,main="",
xlab=expression(theta),ylab="density")
th<-seq(min(THETA),max(THETA),length=100)
lines(th,dnorm(th,mu.n,sqrt(t2.n)) )
带R的大都会算法的直方图¶
数字。 带R的大都会算法的直方图 显示了此运行的轨迹图，以及与真实法向密度的绘制相比的大都会算法的柱状图。
17.3.2. Python结果¶
# coding: utf-8
# In[1]:
import numpy as np
# In[2]:
from scipy.stats import norm
def rnorm(n,mean,sd):
"""
same functions as rnorm in r
r: rnorm(n, mean=0, sd=1)
py: rvs(loc=0, scale=1, size=1, random_state=None)
"""
return norm.rvs(loc=mean,scale=sd,size=n)
def dnorm(x,mean,sd, log=False):
"""
same functions as dnorm in r
dnorm(x, mean=0, sd=1, log=FALSE)
pdf(x, loc=0, scale=1)
"""
if log:
return np.log(norm.pdf(x=x,loc=mean,scale=sd))
else:
return norm.pdf(x=x,loc=mean,scale=sd)
def runif(n,min=0, max=1):
"""
r: runif(n, min = 0, max = 1)
py: random.uniform(low=0.0, high=1.0, size=None)
"""
return np.random.uniform(min,max,size=n)
# In[3]:
s2 = 1
t2 = 10
mu = 5
n = 5
# In[4]:
y = rnorm(n,10,1)
y
# In[5]:
# mean of the normal posterior
mu_n = (np.mean(y)*n/s2 + mu/float(t2))/(n/float(s2)+1/float(t2))
mu_n
# In[6]:
# variance of the normal posterior
# t2.n<-1/(n/s2+1/t2)
t2_n = 1.0/(n/float(s2)+1.0/t2)
t2_n
# In[7]:
# defining the data
# y<-c(9.37, 10.18, 9.16, 11.60, 10.33)
y = [9.37, 10.18, 9.16, 11.60, 10.33]
# In[8]:
mu_n = (np.mean(y)*n/s2 + mu/float(t2))/(n/float(s2)+1/float(t2))
mu_n
# In[9]:
####metropolis part####
##S = total num of simulations
# theta<-0 ; delta<-2 ; S<-10000 ; THETA<-NULL ; set.seed(1)
theta = 0
delta = 2
S = 10000
theta_v = []
# In[ ]:
for s in range(S):
theta_star = norm.rvs(theta,np.sqrt(delta),1)
logr = (sum(dnorm(y,theta_star,np.sqrt(s2),log=True)) +
sum(dnorm(theta_star,mu,np.sqrt(t2),log=True)))-
(sum(dnorm(y,theta,np.sqrt(s2),log=True)) +
sum(dnorm([theta],mu,np.sqrt(t2),log=True)))
#print(logr)
if np.log(runif(1))<logr:
theta = theta_star
#print(theta)
theta_v.append(theta)
# In[ ]:
import matplotlib.mlab as mlab
import matplotlib.pyplot as plt
plt.figure(figsize=(20, 8))
plt.subplot(1, 2, 1)
plt.plot(theta_v,'b-.')
plt.subplot(1, 2, 2)
#bins = np.arange(0, S, 10)
plt.hist(theta_v, density=True,bins='auto')
x = np.linspace(min(theta_v),max(theta_v),100)
y = norm.pdf(x,mu_n,np.sqrt(t2_n))
plt.plot(x,y,'y-.')
plt.xlim(right=12) # adjust the right leaving left unchanged
plt.xlim(left=8) # adjust the left leaving right unchanged
plt.show()
# In[ ]:
用python实现大都市算法的直方图¶
数字。 用python实现大都市算法的直方图 显示了此运行的轨迹图，以及与真实法向密度的绘制相比的大都会算法的柱状图。
17.3.3. PySpark结果¶
待办事项…
基于PySark的大都会算法的直方图¶
数字。 基于PySark的大都会算法的直方图 显示了此运行的轨迹图，以及与真实法向密度的绘制相比的大都会算法的柱状图。