{"id":4095,"date":"2023-11-17T15:51:25","date_gmt":"2023-11-17T06:51:25","guid":{"rendered":"https:\/\/blog.since2020.jp\/?p=4095"},"modified":"2023-11-17T15:55:50","modified_gmt":"2023-11-17T06:55:50","slug":"mcmc2","status":"publish","type":"post","link":"https:\/\/since2020.jp\/media\/mcmc2\/","title":{"rendered":"\u3010MCMC\u2461\u3011\u4ee3\u8868\u7684\u306a\uff13\u3064\u306e\u30a2\u30eb\u30b4\u30ea\u30ba\u30e0\u3092\u7406\u89e3\u3057\u3088\u3046\uff01"},"content":{"rendered":"\n<p>MCMC\u306e\u4ee3\u8868\u7684\u306a\u30a2\u30eb\u30b4\u30ea\u30ba\u30e0\u3067\u3042\u308b\u3001\u30e1\u30c8\u30ed\u30dd\u30ea\u30b9\u30fb\u30d8\u30a4\u30b9\u30c6\u30a3\u30f3\u30b0\u30b9\u6cd5\u3068\u3001\u30ae\u30d6\u30b9\u30b5\u30f3\u30d7\u30ea\u30f3\u30b0\u3001\u30cf\u30df\u30eb\u30c8\u30cb\u30a2\u30f3\u30fb\u30e2\u30f3\u30c6\u30ab\u30eb\u30ed\u306e\uff13\u3064\u306e\u624b\u6cd5\u3092\u3054\u7d39\u4ecb\u3057\u307e\u3059\uff01<\/p>\n\n\n<h2>\u6982\u8981<\/h2>\n<p><strong>\u30de\u30eb\u30b3\u30d5\u9023\u9396\u30e2\u30f3\u30c6\u30ab\u30eb\u30ed\u6cd5<\/strong>(Markov Chain Monte Carlo\u3001MCMC)\u3068\u306f\u3001\u76ee\u7684\u306e\u78ba\u7387\u5206\u5e03\u304c\u8907\u96d1\u3067\u3001\u76f4\u63a5\u30b5\u30f3\u30d7\u30ea\u30f3\u30b0\u3059\u308b\u3053\u3068\u304c\u96e3\u3057\u3044\u5834\u5408\u306b\u3001\u30b5\u30f3\u30d7\u30ea\u30f3\u30b0\u3092\u53ef\u80fd\u306b\u3059\u308b\u65b9\u6cd5\u3067\u3059\u3002<\/p>\r\n<p>MCMC\u306b\u306f\u3044\u304f\u3064\u304b\u306e\u4ee3\u8868\u7684\u306a\u30a2\u30eb\u30b4\u30ea\u30ba\u30e0\u304c\u3042\u308a\u3001\u305d\u308c\u305e\u308c\u9069\u3059\u308b\u72b6\u6cc1\u304c\u7570\u306a\u308a\u307e\u3059\u3002\u4ee5\u4e0b\u3001\uff13\u3064\u306e\u4e3b\u8981\u306aMCMC\u30a2\u30eb\u30b4\u30ea\u30ba\u30e0\u3092\u7d39\u4ecb\u3057\u307e\u3059\u3002\u305d\u308c\u305e\u308c\u306e\u7279\u5fb4\u3092\u7406\u89e3\u3057\u3066\u3001\u76ee\u7684\u306b\u5408\u3063\u305f\u30a2\u30eb\u30b4\u30ea\u30ba\u30e0\u3092\u9078\u629e\u3057\u307e\u3057\u3087\u3046\u3002<\/p>\r\n<p><!-- notionvc: 21a0a931-70d6-4d22-83b7-ba1dac54dd3a --><\/p>\n\n<h2>\u30e1\u30c8\u30ed\u30dd\u30ea\u30b9\u30fb\u30d8\u30a4\u30b9\u30c6\u30a3\u30f3\u30b0\u30b9\u6cd5 (Metropolis-Hastings Algorithm)<\/h2>\n<p>\u5e83\u304f\u4f7f\u308f\u308c\u3066\u3044\u308b\u57fa\u672c\u7684\u306aMCMC\u30a2\u30eb\u30b4\u30ea\u30ba\u30e0\u3067\u3059\u3002\u65b0\u3057\u3044\u30b5\u30f3\u30d7\u30eb\u3092\u63d0\u6848\u3057\u3001\u7279\u5b9a\u306e\u53d7\u7406\u78ba\u7387\u306b\u57fa\u3065\u3044\u3066\u3001\u305d\u306e\u30b5\u30f3\u30d7\u30eb\u3092\u300c\u63a1\u629e\u300d\u3082\u3057\u304f\u306f\u300c\u62d2\u5426\u300d\u3057\u307e\u3059\u3002\u306a\u305c\u3053\u306e\u3088\u3046\u306a\u53d7\u7406\u78ba\u7387\u3092\u8a08\u7b97\u3059\u308b\u306e\u304b\u3001\u6c17\u306b\u306a\u308b\u65b9\u306f\u3001\u6b21\u306e\u8a18\u4e8b\u3092\u8aad\u3093\u3067\u307f\u3066\u304f\u3060\u3055\u3044\u3002<\/p>\r\n<p><a href=\"https:\/\/manabitimes.jp\/math\/2755\">https:\/\/manabitimes.jp\/math\/2755<\/a><\/p>\r\n<ul>\r\n\t<li><strong>\u5229\u70b9<\/strong>\uff1a\u7406\u89e3\u3057\u3084\u3059\u304f\u3001\u591a\u304f\u306e\u554f\u984c\u306b\u9069\u7528\u53ef\u80fd\u3002<\/li>\r\n\t<li><strong>\u6b20\u70b9<\/strong>\uff1a\u63d0\u6848\u5206\u5e03\u306e\u9078\u629e\u3084\u521d\u671f\u5024\u306e\u8a2d\u5b9a\u304c\u7d50\u679c\u306b\u5f71\u97ff\u3092\u4e0e\u3048\u308b\u306e\u3067\u6ce8\u610f\u304c\u5fc5\u8981\u3002\u9ad8\u6b21\u5143\u306e\u554f\u984c\u3084\u3001\u8907\u96d1\u306a\u4e8b\u5f8c\u5206\u5e03\u3067\u306f\u52b9\u7387\u7684\u3067\u306a\u3044\u3002<\/li>\r\n<\/ul>\r\n<p>\u30e1\u30c8\u30ed\u30dd\u30ea\u30b9\u30fb\u30d8\u30a4\u30b9\u30c6\u30a3\u30f3\u30b0\u30b9\u6cd5\u306e\u30a2\u30eb\u30b4\u30ea\u30ba\u30e0\u306f\u6b21\u306e\u3068\u304a\u308a\u3067\u3059\u3002<\/p>\r\n<p><!-- notionvc: 8369366b-7efd-48a1-82a0-d2c7742c488d --><\/p>\n\n<h2>\u30ae\u30d6\u30b9\u30b5\u30f3\u30d7\u30ea\u30f3\u30b0 (Gibbs Sampling)<\/h2>\n<p>\u30ae\u30d6\u30b9\u30b5\u30f3\u30d7\u30ea\u30f3\u30b0 \u3068\u306f\u3001\u30d1\u30e9\u30e1\u30fc\u30bf\u306e\u5404\u6b21\u5143\u3092\u500b\u5225\u306b\u30b5\u30f3\u30d7\u30ea\u30f3\u30b0\u3059\u308b\u30a2\u30eb\u30b4\u30ea\u30ba\u30e0\u3067\u3059\u3002\u5404\u30b9\u30c6\u30c3\u30d7\u3067\u30011\u3064\u306e\u30d1\u30e9\u30e1\u30fc\u30bf\u3092\u6761\u4ef6\u4ed8\u304d\u5206\u5e03\u306b\u57fa\u3065\u3044\u3066\u30b5\u30f3\u30d7\u30ea\u30f3\u30b0\u3057\u307e\u3059\u3002<\/p>\r\n<ul>\r\n\t<li><strong>\u5229\u70b9<\/strong>\uff1a\u591a\u6b21\u5143\uff08n\u22672)\u306e\u30b5\u30f3\u30d7\u30eb\u3092\u751f\u6210\u3059\u308b\u306e\u306b\u4fbf\u5229\u3002\u53d7\u7406\u78ba\u7387\u304c\u5e38\u306b1\u3067\u3042\u308b\u305f\u3081\u3001\u30e1\u30c8\u30ed\u30dd\u30ea\u30b9\u30fb\u30d8\u30a4\u30b9\u30c6\u30a3\u30f3\u30b0\u30b9\u6cd5\u3088\u308a\u52b9\u7387\u7684\u306a\u5834\u5408\u304c\u3042\u308b\u3002<\/li>\r\n\t<li><strong>\u6b20\u70b9<\/strong>\uff1a\u6761\u4ef6\u4ed8\u304d\u5206\u5e03\u3092\u89e3\u6790\u7684\u306b\u6c42\u3081\u308b\u3053\u3068\u304c\u5fc5\u8981\u3067\u3001\u3053\u308c\u304c\u96e3\u3057\u3044\u5834\u5408\u306f\u9069\u7528\u3067\u304d\u306a\u3044\u3002\uff08\u6761\u4ef6\u4ed8\u304d\u5206\u5e03\u304b\u3089\u30b5\u30f3\u30d7\u30ea\u30f3\u30b0\u3059\u308b\u65b9\u304c\u3001\u540c\u6642\u5206\u5e03\u304b\u3089\u30b5\u30f3\u30d7\u30ea\u30f3\u30b0\u3059\u308b\u3088\u308a\u3082\u7c21\u5358\u3067\u3042\u308b\u5834\u5408\u306b\u30ae\u30d6\u30b9\u30b5\u30f3\u30d7\u30ea\u30f3\u30b0\u306f\u6709\u52b9\u3002\uff09<\/li>\r\n<\/ul>\r\n<p>\u30ae\u30d6\u30b9\u30b5\u30f3\u30d7\u30ea\u30f3\u30b0\u306e\u30a2\u30eb\u30b4\u30ea\u30ba\u30e0\u306f\u4ee5\u4e0b\u306e\u3088\u3046\u306b\u306a\u308a\u307e\u3059\u3002<\/p>\r\n<p><!-- notionvc: b8c07407-9c87-409c-a037-064d679ff1b9 --><\/p>\n\n<h2>\u30cf\u30df\u30eb\u30c8\u30cb\u30a2\u30f3\u30fb\u30e2\u30f3\u30c6\u30ab\u30eb\u30ed (Hamiltonian Monte Carlo, HMC)<\/h2>\n<p>\u30cf\u30df\u30eb\u30c8\u30cb\u30a2\u30f3\u30fb\u30e2\u30f3\u30c6\u30ab\u30eb\u30ed\u3068\u306f\u3001\u7269\u7406\u5b66\u306e\u6982\u5ff5\u3092\u53d6\u308a\u5165\u308c\u305f\u30a2\u30eb\u30b4\u30ea\u30ba\u30e0\u3067\u3059\u3002\u30cf\u30df\u30eb\u30c8\u30f3\u529b\u5b66\u3092\u5229\u7528\u3057\u3066\u3001\u9ad8\u6b21\u5143\u7a7a\u9593\u3092\u52b9\u7387\u7684\u306b\u63a2\u7d22\u3092\u884c\u3044\u307e\u3059\u3002<\/p>\r\n<ul>\r\n\t<li><strong>\u5229\u70b9<\/strong>\uff1a\u9ad8\u6b21\u5143\u306e\u554f\u984c\u3084\u8907\u96d1\u306a\u4e8b\u5f8c\u5206\u5e03\u306b\u5bfe\u3057\u3066\u3001\u52b9\u7387\u304c\u826f\u3044\u3002<\/li>\r\n\t<li><strong>\u6b20\u70b9<\/strong>\uff1a\u30a2\u30eb\u30b4\u30ea\u30ba\u30e0\u304c\u8907\u96d1\u3067\u3001\u6570\u5024\u7a4d\u5206\u6cd5\u306e\u30b9\u30c6\u30c3\u30d7\u30b5\u30a4\u30ba\u3084\u7a4d\u5206\u6642\u9593\u306a\u3069\u306e\u3001\u30d1\u30e9\u30e1\u30fc\u30bf\u306e\u8abf\u6574\u304c\u96e3\u3057\u3044\u3002<\/li>\r\n<\/ul>\r\n<p>\u30a2\u30eb\u30b4\u30ea\u30ba\u30e0\u306f\u6b21\u306e\u3088\u3046\u306b\u306a\u308a\u307e\u3059\u3002<\/p>\r\n<p>&nbsp;<\/p>\r\n<p><!-- notionvc: 06b491c8-8ed6-47b7-b25f-07e8cfd9b797 --><\/p>\n\n<h2>\u6700\u5f8c\u306b<\/h2>\n<p>\u672c\u8a18\u4e8b\u3067\u306f\u3001\u30e1\u30c8\u30ed\u30dd\u30ea\u30b9\u30fb\u30d8\u30a4\u30b9\u30c6\u30a3\u30f3\u30b0\u30b9\u6cd5\u3068\u3001\u30ae\u30d6\u30b9\u30b5\u30f3\u30d7\u30ea\u30f3\u30b0\u3001\u30cf\u30df\u30eb\u30c8\u30cb\u30a2\u30f3\u30fb\u30e2\u30f3\u30c6\u30ab\u30eb\u30ed\u306e\uff13\u3064\u306e\u624b\u6cd5\u3092\u3054\u7d39\u4ecb\u3057\u307e\u3057\u305f\u3002\u6b21\u306e\u8a18\u4e8b\u3067\u306f\u3001\u5b9f\u969b\u306b\u30b5\u30f3\u30d7\u30ea\u30f3\u30b0\u3092\u8a66\u3057\u3066\u307f\u307e\u3059\uff01<\/p>","protected":false},"excerpt":{"rendered":"<p>MCMC\u306e\u4ee3\u8868\u7684\u306a\u30a2\u30eb\u30b4\u30ea\u30ba\u30e0\u3067\u3042\u308b\u3001\u30e1\u30c8\u30ed\u30dd\u30ea\u30b9\u30fb\u30d8\u30a4\u30b9\u30c6\u30a3\u30f3\u30b0\u30b9\u6cd5\u3068\u3001\u30ae\u30d6\u30b9\u30b5\u30f3\u30d7\u30ea\u30f3\u30b0\u3001\u30cf\u30df\u30eb\u30c8\u30cb\u30a2\u30f3\u30fb\u30e2\u30f3\u30c6\u30ab\u30eb\u30ed\u306e\uff13\u3064\u306e\u624b\u6cd5\u3092\u3054\u7d39\u4ecb\u3057\u307e\u3059\uff01 \u6982\u8981 \u30de\u30eb\u30b3\u30d5\u9023\u9396\u30e2\u30f3\u30c6\u30ab\u30eb\u30ed\u6cd5(Markov Chain Mont [&hellip;]<\/p>\n","protected":false},"author":16,"featured_media":3651,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"content-type":"","swell_btn_cv_data":"","footnotes":"","_wp_rev_ctl_limit":""},"categories":[1246],"tags":[],"class_list":["post-4095","post","type-post","status-publish","format-standard","has-post-thumbnail","hentry","category-data-infrastructure"],"_links":{"self":[{"href":"https:\/\/since2020.jp\/media\/wp-json\/wp\/v2\/posts\/4095","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/since2020.jp\/media\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/since2020.jp\/media\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/since2020.jp\/media\/wp-json\/wp\/v2\/users\/16"}],"replies":[{"embeddable":true,"href":"https:\/\/since2020.jp\/media\/wp-json\/wp\/v2\/comments?post=4095"}],"version-history":[{"count":0,"href":"https:\/\/since2020.jp\/media\/wp-json\/wp\/v2\/posts\/4095\/revisions"}],"wp:featuredmedia":[{"embeddable":true,"href":"https:\/\/since2020.jp\/media\/wp-json\/wp\/v2\/media\/3651"}],"wp:attachment":[{"href":"https:\/\/since2020.jp\/media\/wp-json\/wp\/v2\/media?parent=4095"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/since2020.jp\/media\/wp-json\/wp\/v2\/categories?post=4095"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/since2020.jp\/media\/wp-json\/wp\/v2\/tags?post=4095"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}