公开(公告)号：US07937339B2

公开(公告)日：2011-05-03

申请号：US12442456

申请日：2007-09-21

申请人： Richard Martin ,  Konstantinos Kleisouris

发明人： Richard Martin ,  Konstantinos Kleisouris

IPC分类号： G06N3/00

CPC分类号： H04L41/12 ,  G06N7/005 ,  H04L41/142 ,  H04L41/16

摘要： The invention is a technique for performing sampling in connection with Markov Chain Monte Carlo simulations in which no attempt is made to limit the selected samples to a selected slice of the entire sample domain, as is typical in Markov Chain Monte Carlo sampling. Rather, samples are taken from the entire domain and any samples that fall below a randomly selected probability density level are discarded.

摘要翻译： 本发明是一种用于执行与马尔可夫链蒙特卡罗模拟相关的采样的技术，其中没有尝试将所选择的样本限制到整个样本域的选定切片，如马尔可夫链蒙特卡洛取样中典型的。 相反，从整个域获取样本，并且丢弃低于随机选择的概率密度级别的任何样本。

公开(公告)号：US20090287623A1

公开(公告)日：2009-11-19

申请号：US12442456

申请日：2007-09-21

申请人： Richard Paul Martin ,  Konstantinos Kleisouris

发明人： Richard Paul Martin ,  Konstantinos Kleisouris

IPC分类号： G06N3/12 ,  G06F17/17 ,  G06N7/02

CPC分类号： H04L41/12 ,  G06N7/005 ,  H04L41/142 ,  H04L41/16

摘要： The invention is a technique for performing sampling in connection with Markov Chain Monte Carlo simulations in which no attempt is made to limit the selected samples to a selected slice of the entire sample domain, as is typical in Markov Chain Monte Carlo sampling. Rather, samples are taken from the entire domain and any samples that fall below a randomly selected probability density level are discarded.

摘要翻译： 本发明是一种用于执行与马尔可夫链蒙特卡罗模拟相关的采样的技术，其中没有尝试将所选择的样本限制到整个样本域的选定切片，如马尔可夫链蒙特卡洛取样中典型的。 相反，从整个域获取样本，并且丢弃低于随机选择的概率密度级别的任何样本。