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| author | Daniel Wolff |
|---|---|
| date | Fri, 19 Aug 2016 13:07:06 +0200 |
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| children |
| rev | line source |
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| Daniel@0 | 1 <html> |
| Daniel@0 | 2 <head> |
| Daniel@0 | 3 <title> |
| Daniel@0 | 4 Netlab Reference Manual demhmc2 |
| Daniel@0 | 5 </title> |
| Daniel@0 | 6 </head> |
| Daniel@0 | 7 <body> |
| Daniel@0 | 8 <H1> demhmc2 |
| Daniel@0 | 9 </H1> |
| Daniel@0 | 10 <h2> |
| Daniel@0 | 11 Purpose |
| Daniel@0 | 12 </h2> |
| Daniel@0 | 13 Demonstrate Bayesian regression with Hybrid Monte Carlo sampling. |
| Daniel@0 | 14 |
| Daniel@0 | 15 <p><h2> |
| Daniel@0 | 16 Synopsis |
| Daniel@0 | 17 </h2> |
| Daniel@0 | 18 <PRE> |
| Daniel@0 | 19 demhmc2</PRE> |
| Daniel@0 | 20 |
| Daniel@0 | 21 |
| Daniel@0 | 22 <p><h2> |
| Daniel@0 | 23 Description |
| Daniel@0 | 24 </h2> |
| Daniel@0 | 25 The problem consists of one input variable <CODE>x</CODE> and one target variable |
| Daniel@0 | 26 <CODE>t</CODE> with data generated by sampling <CODE>x</CODE> at equal intervals and then |
| Daniel@0 | 27 generating target data by computing <CODE>sin(2*pi*x)</CODE> and adding Gaussian |
| Daniel@0 | 28 noise. The model is a 2-layer network with linear outputs, and the hybrid Monte |
| Daniel@0 | 29 Carlo algorithm (without persistence) is used to sample from the posterior |
| Daniel@0 | 30 distribution of the weights. The graph shows the underlying function, |
| Daniel@0 | 31 100 samples from the function given by the posterior distribution of the |
| Daniel@0 | 32 weights, and the average prediction (weighted by the posterior probabilities). |
| Daniel@0 | 33 |
| Daniel@0 | 34 <p><h2> |
| Daniel@0 | 35 See Also |
| Daniel@0 | 36 </h2> |
| Daniel@0 | 37 <CODE><a href="demhmc3.htm">demhmc3</a></CODE>, <CODE><a href="hmc.htm">hmc</a></CODE>, <CODE><a href="mlp.htm">mlp</a></CODE>, <CODE><a href="mlperr.htm">mlperr</a></CODE>, <CODE><a href="mlpgrad.htm">mlpgrad</a></CODE><hr> |
| Daniel@0 | 38 <b>Pages:</b> |
| Daniel@0 | 39 <a href="index.htm">Index</a> |
| Daniel@0 | 40 <hr> |
| Daniel@0 | 41 <p>Copyright (c) Ian T Nabney (1996-9) |
| Daniel@0 | 42 |
| Daniel@0 | 43 |
| Daniel@0 | 44 </body> |
| Daniel@0 | 45 </html> |