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Gibbs sampler optimization for analysis of a granulated medium

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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.

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Authors and Affiliations

  1. National Research University Higher School of Economics, St. Petersburg, 190008, Russia

    S. N. Koltcov, S. I. Nikolenko & E. Yu. Koltsova

Authors
  1. S. N. Koltcov
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  2. S. I. Nikolenko
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  3. E. Yu. Koltsova
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Corresponding author

Correspondence to S. N. Koltcov.

Additional information

Original Russian Text © S.N. Koltcov, S.I. Nikolenko, E.Yu. Koltsova, 2016, published in Pis’ma v Zhurnal Tekhnicheskoi Fiziki, 2016, Vol. 42, No. 16, pp. 21–25.

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Koltcov, S.N., Nikolenko, S.I. & Koltsova, E.Y. Gibbs sampler optimization for analysis of a granulated medium. Tech. Phys. Lett. 42, 837–839 (2016). https://doi.org/10.1134/S1063785016080241

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  • DOI: https://doi.org/10.1134/S1063785016080241

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