{"id":7164,"date":"2025-10-15T08:30:48","date_gmt":"2025-10-14T23:30:48","guid":{"rendered":"https:\/\/blog.since2020.jp\/?p=7164"},"modified":"2026-09-29T14:27:06","modified_gmt":"2026-09-29T05:27:06","slug":"mcmcmethods_glossary","status":"publish","type":"post","link":"https:\/\/since2020.jp\/media\/mcmcmethods_glossary\/","title":{"rendered":"\u3010\u4fdd\u5b58\u7248\u3011MCMC\u6cd5\u3092\u5fb9\u5e95\u89e3\u8aac\uff1a\u57fa\u790e\u304b\u3089\u6700\u65b0\u5fdc\u7528\u3001\u672a\u6765\u5c55\u671b\u307e\u3067"},"content":{"rendered":"\n<p>MCMC\u6cd5\uff08Markov Chain Monte Carlo\uff09\u306e\u57fa\u672c\u6982\u5ff5\u304b\u3089\u30e1\u30c8\u30ed\u30dd\u30ea\u30b9\u6cd5\u3001\u30ae\u30d6\u30b9\u30b5\u30f3\u30d7\u30ea\u30f3\u30b0\u3001HMC\u3001NUTS\u307e\u3067\u3092\u4f53\u7cfb\u7684\u306b\u89e3\u8aac\u3002\u30d9\u30a4\u30ba\u63a8\u5b9a\u3084\u6a5f\u68b0\u5b66\u7fd2\u3001\u79d1\u5b66\u30b7\u30df\u30e5\u30ec\u30fc\u30b7\u30e7\u30f3\u306b\u304a\u3051\u308b\u6d3b\u7528\u65b9\u6cd5\u3001\u53ce\u675f\u8a3a\u65ad\u3001\u6700\u65b0\u306e\u9ad8\u901f\u5316\u6280\u8853\u307e\u3067\u30012026\u5e74\u6642\u70b9\u306eMCMC\u3092\u308f\u304b\u308a\u3084\u3059\u304f\u7d39\u4ecb\u3057\u307e\u3059\u3002<\/p>\n\n\n<h2>\u306f\u3058\u3081\u306b<\/h2>\n<h3><b>\u306a\u305c\u4eca\u3001MCMC\u6cd5\u306a\u306e\u304b<\/b><\/h3>\n<p>MCMC\u6cd5\uff08\u30de\u30eb\u30b3\u30d5\u9023\u9396\u30e2\u30f3\u30c6\u30ab\u30eb\u30ed\u6cd5\uff09\u306f\u3001<strong>\u76f4\u63a5\u30b5\u30f3\u30d7\u30ea\u30f3\u30b0\u3059\u308b\u3053\u3068\u304c\u96e3\u3057\u3044\u78ba\u7387\u5206\u5e03\u304b\u3089\u3001\u8fd1\u4f3c\u7684\u306b\u30b5\u30f3\u30d7\u30eb\u3092\u751f\u6210\u3059\u308b\u305f\u3081\u306e\u8a08\u7b97\u624b\u6cd5<\/strong>\u3067\u3059\u3002\u7279\u306b\u3001\u30d9\u30a4\u30ba\u7d71\u8a08\u306b\u304a\u3044\u3066\u4e8b\u5f8c\u5206\u5e03\u3092\u6c42\u3081\u308b\u305f\u3081\u306e\u4ee3\u8868\u7684\u306a\u65b9\u6cd5\u3068\u3057\u3066\u767a\u5c55\u3057\u3066\u304d\u307e\u3057\u305f\u3002<\/p>\n<p>\u30d9\u30a4\u30ba\u63a8\u5b9a\u3067\u306f\u3001\u30c7\u30fc\u30bf\u3092\u89b3\u6e2c\u3057\u305f\u5f8c\u306b\u300c\u30d1\u30e9\u30e1\u30fc\u30bf\u304c\u3069\u306e\u7a0b\u5ea6\u3042\u308a\u305d\u3046\u306a\u306e\u304b\u300d\u3092\u78ba\u7387\u5206\u5e03\u3068\u3057\u3066\u8868\u73fe\u3057\u307e\u3059\u3002\u3057\u304b\u3057\u3001\u73fe\u5b9f\u306e\u30e2\u30c7\u30eb\u304c\u8907\u96d1\u306b\u306a\u308b\u307b\u3069\u3001\u4e8b\u5f8c\u5206\u5e03\u3092\u89e3\u6790\u7684\u306b\u8a08\u7b97\u3059\u308b\u3053\u3068\u306f\u96e3\u3057\u304f\u306a\u308a\u307e\u3059\u3002\u305d\u3053\u3067MCMC\u3092\u4f7f\u3044\u3001\u5206\u5e03\u305d\u306e\u3082\u306e\u3092\u76f4\u63a5\u8a08\u7b97\u3059\u308b\u4ee3\u308f\u308a\u306b\u3001\u305d\u3053\u304b\u3089\u5f97\u3089\u308c\u308b\u30b5\u30f3\u30d7\u30eb\u3092\u5927\u91cf\u306b\u751f\u6210\u3057\u3066\u5206\u5e03\u306e\u7279\u5fb4\u3092\u63a8\u5b9a\u3057\u307e\u3059\u3002<\/p>\n<p>\u73fe\u5728\u3067\u306f\u3001\u5358\u7d14\u306a\u30e9\u30f3\u30c0\u30e0\u30a6\u30a9\u30fc\u30af\u578b\u306eMCMC\u3060\u3051\u3067\u306a\u304f\u3001\u52fe\u914d\u60c5\u5831\u3092\u5229\u7528\u3059\u308bHamiltonian Monte Carlo\uff08HMC\uff09\u3084\u3001\u305d\u306e\u81ea\u52d5\u8abf\u6574\u7248\u3067\u3042\u308bNo-U-Turn Sampler\uff08NUTS\uff09\u304c\u5b9f\u52d9\u3067\u5e83\u304f\u5229\u7528\u3055\u308c\u3066\u3044\u307e\u3059\u3002Stan\u3067\u306fNUTS\u304c\u6a19\u6e96\u7684\u306a\u30b5\u30f3\u30d7\u30e9\u30fc\u3068\u3057\u3066\u63a1\u7528\u3055\u308c\u3001PyMC\u3067\u3082NUTS\u3092\u4e2d\u5fc3\u3068\u3057\u305f\u8907\u6570\u306e\u30b5\u30f3\u30d7\u30ea\u30f3\u30b0\u30d0\u30c3\u30af\u30a8\u30f3\u30c9\u304c\u5229\u7528\u3067\u304d\u307e\u3059\u3002<\/p>\n<p>\u3064\u307e\u308aMCMC\u306f\u3001\u53e4\u5178\u7684\u306a\u7d71\u8a08\u624b\u6cd5\u3067\u3042\u308a\u306a\u304c\u3089\u3001\u73fe\u5728\u306e\u78ba\u7387\u7684AI\u3084\u9ad8\u5ea6\u306a\u30d9\u30a4\u30ba\u30e2\u30c7\u30ea\u30f3\u30b0\u3092\u652f\u3048\u308b\u91cd\u8981\u306a\u57fa\u76e4\u6280\u8853\u306a\u306e\u3067\u3059\u3002<!-- notionvc: 1b0449d7-7029-4511-a61b-2f25881b1f00 --><\/p>\n<p><!-- notionvc: 8fc087cf-1fbf-45d6-8923-9d47e5dc89aa --><\/p>\n<h2>MCMC\u6cd5\u306e\u57fa\u672c\u6982\u5ff5\u3092\u7406\u89e3\u3059\u308b<\/h2>\n<h3><b>MCMC\u6cd5\u3068\u306f\uff1f<\/b><\/h3>\n<p>MCMC\u306f\u3001<strong>\u30de\u30eb\u30b3\u30d5\u9023\u9396\uff08Markov Chain\uff09\u3068\u30e2\u30f3\u30c6\u30ab\u30eb\u30ed\u6cd5\uff08Monte Carlo\uff09\u3092\u7d44\u307f\u5408\u308f\u305b\u305f\u624b\u6cd5<\/strong>\u3067\u3059\u3002<\/p>\n<p>\u30de\u30eb\u30b3\u30d5\u9023\u9396\u3068\u306f\u3001\u73fe\u5728\u306e\u72b6\u614b\u304b\u3089\u6b21\u306e\u72b6\u614b\u3078\u306e\u9077\u79fb\u3092\u78ba\u7387\u7684\u306b\u6c7a\u3081\u308b\u4ed5\u7d44\u307f\u3067\u3059\u3002\u91cd\u8981\u306a\u306e\u306f\u3001\u5341\u5206\u306a\u56de\u6570\u306e\u9077\u79fb\u3092\u7e70\u308a\u8fd4\u3059\u3068\u3001\u305d\u306e\u72b6\u614b\u306e\u5206\u5e03\u304c\u76ee\u7684\u3068\u3059\u308b\u78ba\u7387\u5206\u5e03\u306b\u8fd1\u3065\u304f\u3088\u3046\u306b\u8a2d\u8a08\u3067\u304d\u308b\u70b9\u306b\u3042\u308a\u307e\u3059\u3002<\/p>\n<p>\u305f\u3068\u3048\u3070\u3001\u8907\u96d1\u306a\u5c71\u3084\u8c37\u3092\u6301\u3064\u5730\u5f62\u3092\u76f4\u63a5\u8abf\u3079\u308b\u306e\u3067\u306f\u306a\u304f\u3001\u305d\u306e\u5730\u5f62\u3092\u6b69\u304d\u56de\u308b\u300c\u30e9\u30f3\u30c0\u30e0\u306a\u63a2\u7d22\u8005\u300d\u3092\u8003\u3048\u308b\u3068\u5206\u304b\u308a\u3084\u3059\u3044\u3067\u3057\u3087\u3046\u3002\u63a2\u7d22\u3092\u9577\u6642\u9593\u7d9a\u3051\u308b\u3068\u3001\u78ba\u7387\u306e\u9ad8\u3044\u5834\u6240\u306b\u306f\u4f55\u5ea6\u3082\u8a2a\u308c\u3001\u78ba\u7387\u306e\u4f4e\u3044\u5834\u6240\u306b\u306f\u3042\u307e\u308a\u8a2a\u308c\u306a\u304f\u306a\u308a\u307e\u3059\u3002\u305d\u306e\u8a2a\u554f\u5c65\u6b74\u3092\u96c6\u3081\u308c\u3070\u3001\u5143\u306e\u78ba\u7387\u5206\u5e03\u306e\u5f62\u3092\u63a8\u5b9a\u3067\u304d\u307e\u3059\u3002<\/p>\n<p>\u30d9\u30a4\u30ba\u7d71\u8a08\u3067\u306f\u3001\u30c7\u30fc\u30bf\u3092 (D)\u3001\u30d1\u30e9\u30e1\u30fc\u30bf\u3092 (\\theta) \u3068\u3059\u308b\u3068\u3001\u6c42\u3081\u305f\u3044\u4e8b\u5f8c\u5206\u5e03\u306f<\/p>\n<p>[p(\\theta|D) \\propto p(D|\\theta)p(\\theta)]<\/p>\n<p>\u3068\u8868\u3055\u308c\u307e\u3059\u3002\u3057\u304b\u3057\u3001\u3053\u306e\u5206\u5e03\u3092\u76f4\u63a5\u30b5\u30f3\u30d7\u30ea\u30f3\u30b0\u3067\u304d\u306a\u3044\u5834\u5408\u304c\u3042\u308a\u307e\u3059\u3002MCMC\u306f\u3001\u3053\u306e\u3088\u3046\u306a\u5834\u5408\u3067\u3082\u4e8b\u5f8c\u5206\u5e03\u3092\u8fd1\u4f3c\u3059\u308b\u30b5\u30f3\u30d7\u30eb\u3092\u751f\u6210\u3057\u3001\u5e73\u5747\u3001\u5206\u6563\u3001\u4fe1\u7528\u533a\u9593\u306a\u3069\u3092\u63a8\u5b9a\u3067\u304d\u308b\u3088\u3046\u306b\u3057\u307e\u3059\u3002<!-- notionvc: 3b53402b-de13-439c-b548-a896f7cc8a1d --><\/p>\n<h3><b>MCMC\u6cd5\u306e\u91cd\u8981\u6027<\/b><\/h3>\n<p>MCMC\u306e\u5927\u304d\u306a\u4fa1\u5024\u306f\u3001\u5358\u306b\u300c\u4e88\u6e2c\u5024\u3092\u4e00\u3064\u51fa\u3059\u300d\u306e\u3067\u306f\u306a\u304f\u3001<strong>\u4e0d\u78ba\u5b9f\u6027\u305d\u306e\u3082\u306e\u3092\u78ba\u7387\u5206\u5e03\u3068\u3057\u3066\u6271\u3048\u308b\u3053\u3068<\/strong>\u306b\u3042\u308a\u307e\u3059\u3002<\/p>\n<p>\u305f\u3068\u3048\u3070\u533b\u7642\u7d71\u8a08\u306a\u3089\u6cbb\u7642\u52b9\u679c\u306e\u4e0d\u78ba\u5b9f\u6027\u3001\u91d1\u878d\u306a\u3089\u30ea\u30b9\u30af\u30d1\u30e9\u30e1\u30fc\u30bf\u306e\u4e0d\u78ba\u5b9f\u6027\u3001\u79d1\u5b66\u8a08\u7b97\u306a\u3089\u30e2\u30c7\u30eb\u30d1\u30e9\u30e1\u30fc\u30bf\u306e\u4e0d\u78ba\u5b9f\u6027\u3092\u8a55\u4fa1\u3067\u304d\u307e\u3059\u3002<\/p>\n<p>\u4e00\u65b9\u3067\u3001\u300c\u9ad8\u6b21\u5143\u306a\u3089\u5fc5\u305aMCMC\u304c\u5f97\u610f\u300d\u3068\u3044\u3046\u5358\u7d14\u306a\u8a71\u3067\u306f\u3042\u308a\u307e\u305b\u3093\u3002\u5f93\u6765\u578bMCMC\u3067\u306f\u9ad8\u6b21\u5143\u5316\u306b\u3088\u3063\u3066\u63a2\u7d22\u52b9\u7387\u304c\u4f4e\u4e0b\u3059\u308b\u3053\u3068\u3082\u3042\u308a\u3001\u73fe\u5728\u306f\u52fe\u914d\u60c5\u5831\u3092\u5229\u7528\u3057\u3066\u63a2\u7d22\u3092\u52b9\u7387\u5316\u3059\u308bHMC\u3084NUTS\u304c\u91cd\u8981\u306b\u306a\u3063\u3066\u3044\u307e\u3059\u3002Stan\u306e\u516c\u5f0f\u30c9\u30ad\u30e5\u30e1\u30f3\u30c8\u3067\u3082\u3001HMC\u306f\u52fe\u914d\u3092\u5229\u7528\u3059\u308b\u3053\u3068\u3067\u9ad8\u6b21\u5143\u306e\u554f\u984c\u306b\u9069\u3057\u305fMCMC\u624b\u6cd5\u3068\u3057\u3066\u8aac\u660e\u3055\u308c\u3066\u3044\u307e\u3059\u3002<!-- notionvc: 9e75749f-ed9d-4be3-b1cb-a0772a463e62 --><\/p>\n<p><!-- notionvc: bfbbad20-d580-4f95-b1c3-feb204ec63c7 --><\/p>\n<h2>MCMC\u6cd5\u306e\u30d7\u30ed\u30bb\u30b9\u3068\u4ee3\u8868\u7684\u624b\u6cd5<\/h2>\n<p>MCMC\u3067\u306f\u3001\u307e\u305a\u521d\u671f\u72b6\u614b\u3092\u8a2d\u5b9a\u3057\u3001\u305d\u3053\u304b\u3089\u78ba\u7387\u7684\u306a\u9077\u79fb\u3092\u7e70\u308a\u8fd4\u3057\u307e\u3059\u3002\u5019\u88dc\u3068\u306a\u308b\u72b6\u614b\u3092\u751f\u6210\u3057\u3001\u305d\u306e\u5019\u88dc\u3092\u53d7\u7406\u3059\u308b\u304b\u3069\u3046\u304b\u3092\u78ba\u7387\u7684\u306b\u5224\u65ad\u3057\u306a\u304c\u3089\u30b5\u30f3\u30d7\u30eb\u3092\u84c4\u7a4d\u3057\u307e\u3059\u3002\u5341\u5206\u306a\u63a2\u7d22\u304c\u884c\u308f\u308c\u305f\u5f8c\u306e\u30b5\u30f3\u30d7\u30eb\u3092\u4f7f\u3046\u3053\u3068\u3067\u3001\u76ee\u7684\u306e\u5206\u5e03\u3092\u8fd1\u4f3c\u3057\u307e\u3059\u3002<\/p>\n<p>\u3053\u306e\u3068\u304d\u91cd\u8981\u306a\u306e\u304c\u3001\u6700\u521d\u306e\u72b6\u614b\u304b\u3089\u3059\u3050\u306b\u76ee\u7684\u5206\u5e03\u306b\u5230\u9054\u3059\u308b\u3068\u306f\u9650\u3089\u306a\u3044\u3053\u3068\u3067\u3059\u3002\u305d\u306e\u305f\u3081\u3001\u521d\u671f\u306e\u30a6\u30a9\u30fc\u30e0\u30a2\u30c3\u30d7\u671f\u9593\u3067\u30b5\u30f3\u30d7\u30e9\u30fc\u306e\u8abf\u6574\u3092\u884c\u3044\u3001\u305d\u306e\u5f8c\u306e\u30b5\u30f3\u30d7\u30eb\u3092\u63a8\u8ad6\u306b\u5229\u7528\u3059\u308b\u306e\u304c\u4e00\u822c\u7684\u3067\u3059\u3002<\/p>\n<h3>\u30e1\u30c8\u30ed\u30dd\u30ea\u30b9\u30fb\u30d8\u30a4\u30b9\u30c6\u30a3\u30f3\u30b0\u30b9\u6cd5<\/h3>\n<p>\u30e1\u30c8\u30ed\u30dd\u30ea\u30b9\u30fb\u30d8\u30a4\u30b9\u30c6\u30a3\u30f3\u30b0\u30b9\u6cd5\u306fMCMC\u3092\u7406\u89e3\u3059\u308b\u3046\u3048\u3067\u57fa\u672c\u3068\u306a\u308b\u624b\u6cd5\u3067\u3059\u3002\u73fe\u5728\u306e\u72b6\u614b\u304b\u3089\u5019\u88dc\u70b9\u3092\u751f\u6210\u3057\u3001\u73fe\u5728\u306e\u72b6\u614b\u3068\u5019\u88dc\u70b9\u306e\u78ba\u7387\u5bc6\u5ea6\u306a\u3069\u3092\u6bd4\u8f03\u3057\u3066\u3001\u5019\u88dc\u3092\u53d7\u7406\u3059\u308b\u304b\u68c4\u5374\u3059\u308b\u304b\u3092\u6c7a\u5b9a\u3057\u307e\u3059\u3002<\/p>\n<p>\u67d4\u8edf\u6027\u304c\u9ad8\u3044\u4e00\u65b9\u3001\u5019\u88dc\u70b9\u3092\u3069\u306e\u3088\u3046\u306b\u751f\u6210\u3059\u308b\u304b\u306b\u3088\u3063\u3066\u52b9\u7387\u304c\u5927\u304d\u304f\u5909\u308f\u308a\u307e\u3059\u3002\u7279\u306b\u9ad8\u6b21\u5143\u7a7a\u9593\u3067\u306f\u3001\u7d30\u304b\u3044\u30e9\u30f3\u30c0\u30e0\u30a6\u30a9\u30fc\u30af\u3092\u7e70\u308a\u8fd4\u3059\u3060\u3051\u306b\u306a\u308a\u3001\u76ee\u7684\u5206\u5e03\u5168\u4f53\u3092\u63a2\u7d22\u3059\u308b\u307e\u3067\u306b\u591a\u304f\u306e\u8a08\u7b97\u304c\u5fc5\u8981\u306b\u306a\u308b\u5834\u5408\u304c\u3042\u308a\u307e\u3059\u3002<\/p>\n<h3>\u30ae\u30d6\u30b9\u30b5\u30f3\u30d7\u30ea\u30f3\u30b0<\/h3>\n<p>\u30ae\u30d6\u30b9\u30b5\u30f3\u30d7\u30ea\u30f3\u30b0\u306f\u3001\u8907\u6570\u306e\u30d1\u30e9\u30e1\u30fc\u30bf\u3092\u4e00\u5ea6\u306b\u6271\u3046\u306e\u3067\u306f\u306a\u304f\u3001\u305d\u308c\u305e\u308c\u306e\u6761\u4ef6\u4ed8\u304d\u5206\u5e03\u304b\u3089\u9806\u756a\u306b\u30b5\u30f3\u30d7\u30ea\u30f3\u30b0\u3059\u308b\u65b9\u6cd5\u3067\u3059\u3002<\/p>\n<p>\u6761\u4ef6\u4ed8\u304d\u5206\u5e03\u3092\u6bd4\u8f03\u7684\u7c21\u5358\u306b\u8a08\u7b97\u3067\u304d\u308b\u30e2\u30c7\u30eb\u3067\u306f\u975e\u5e38\u306b\u6709\u52b9\u3067\u3001\u30d9\u30a4\u30ba\u7d71\u8a08\u3084\u968e\u5c64\u30e2\u30c7\u30eb\u3001\u904e\u53bb\u306b\u306fLDA\u306a\u3069\u306e\u30c8\u30d4\u30c3\u30af\u30e2\u30c7\u30eb\u3067\u3082\u5e83\u304f\u5229\u7528\u3055\u308c\u3066\u304d\u307e\u3057\u305f\u3002\u305f\u3060\u3057\u3001\u5909\u6570\u9593\u306e\u76f8\u95a2\u304c\u5f37\u3044\u30e2\u30c7\u30eb\u3084\u8907\u96d1\u306a\u4e8b\u5f8c\u5206\u5e03\u3067\u306f\u3001\u66f4\u65b0\u304c\u3086\u3063\u304f\u308a\u306b\u306a\u308a\u3084\u3059\u3044\u3068\u3044\u3046\u8ab2\u984c\u304c\u3042\u308a\u307e\u3059\u3002<\/p>\n<h3>HMC\u3068NUTS<\/h3>\n<p>\u73fe\u5728\u306e\u30d9\u30a4\u30ba\u30e2\u30c7\u30ea\u30f3\u30b0\u3067\u7279\u306b\u91cd\u8981\u306a\u306e\u304c\u3001Hamiltonian Monte Carlo\uff08HMC\uff09\u3067\u3059\u3002HMC\u306f\u3001\u4e8b\u5f8c\u5206\u5e03\u306e\u5bfe\u6570\u5bc6\u5ea6\u306e<strong>\u52fe\u914d\u60c5\u5831<\/strong>\u3092\u5229\u7528\u3057\u3066\u3001\u5358\u7d14\u306a\u30e9\u30f3\u30c0\u30e0\u30a6\u30a9\u30fc\u30af\u3088\u308a\u3082\u52b9\u7387\u7684\u306b\u30d1\u30e9\u30e1\u30fc\u30bf\u7a7a\u9593\u3092\u79fb\u52d5\u3057\u307e\u3059\u3002\u3053\u308c\u306b\u3088\u3063\u3066\u3001\u9060\u304f\u96e2\u308c\u305f\u9818\u57df\u3078\u3082\u52b9\u7387\u7684\u306b\u63a2\u7d22\u3067\u304d\u308b\u53ef\u80fd\u6027\u304c\u3042\u308a\u307e\u3059\u3002<\/p>\n<p>\u3055\u3089\u306bHMC\u306e\u5b9f\u7528\u6027\u3092\u9ad8\u3081\u305f\u3082\u306e\u304cNUTS\u3067\u3059\u3002NUTS\u306f\u63a2\u7d22\u8ecc\u9053\u304c\u540c\u3058\u65b9\u5411\u3078\u9032\u307f\u7d9a\u3051\u308b\u3053\u3068\u3092\u9632\u304e\u306a\u304c\u3089\u3001\u30b5\u30f3\u30d7\u30eb\u3054\u3068\u306b\u5fc5\u8981\u306a\u63a2\u7d22\u91cf\u3092\u81ea\u52d5\u7684\u306b\u8abf\u6574\u3057\u307e\u3059\u3002Stan\u3067\u306fNUTS\u304c\u6a19\u6e96\u306e\u30b5\u30f3\u30d7\u30e9\u30fc\u3068\u3057\u3066\u4f7f\u308f\u308c\u3066\u304a\u308a\u3001PyMC\u3067\u3082NUTS\u304c\u4e3b\u8981\u306a\u30b5\u30f3\u30d7\u30ea\u30f3\u30b0\u624b\u6cd5\u3068\u306a\u3063\u3066\u3044\u307e\u3059\u3002<\/p>\n<p>2026\u5e74\u73fe\u5728\u306f\u3001\u5358\u306b\u300cMCMC\u3092\u4f7f\u3046\u300d\u3068\u3044\u3046\u3088\u308a\u3001<strong>\u30e2\u30c7\u30eb\u306b\u9069\u3057\u305f\u30b5\u30f3\u30d7\u30e9\u30fc\u3092\u9078\u629e\u3057\u3001\u8a3a\u65ad\u7d50\u679c\u3092\u78ba\u8a8d\u3057\u306a\u304c\u3089\u63a8\u8ad6\u3092\u884c\u3046<\/strong>\u3053\u3068\u304c\u5b9f\u8df5\u4e0a\u306e\u91cd\u8981\u30dd\u30a4\u30f3\u30c8\u306b\u306a\u3063\u3066\u3044\u307e\u3059\u3002<!-- notionvc: 5e5ad974-dd97-46f4-8de4-3569b99117c8 --><\/p>\n<p><!-- notionvc: adb70c44-d7ff-4f02-b3ed-68ac4a1b6932 --><\/p>\n<h2>MCMC\u6cd5\u306e\u5fdc\u7528\u5206\u91ce<\/h2>\n<h3>\u30d9\u30a4\u30ba\u7d71\u8a08<\/h3>\n<p>MCMC\u306e\u4ee3\u8868\u7684\u306a\u7528\u9014\u306f\u30d9\u30a4\u30ba\u7d71\u8a08\u3067\u3059\u3002\u7279\u306b\u968e\u5c64\u30d9\u30a4\u30ba\u30e2\u30c7\u30eb\u3084\u975e\u7dda\u5f62\u30e2\u30c7\u30eb\u306a\u3069\u3001\u89e3\u6790\u7684\u306b\u4e8b\u5f8c\u5206\u5e03\u3092\u6c42\u3081\u308b\u3053\u3068\u304c\u96e3\u3057\u3044\u30e2\u30c7\u30eb\u3067\u6d3b\u8e8d\u3057\u307e\u3059\u3002<\/p>\n<p>\u533b\u7642\u7d71\u8a08\u3067\u306f\u6cbb\u7642\u52b9\u679c\u3084\u60a3\u8005\u3054\u3068\u306e\u5dee\u7570\u3092\u63a8\u5b9a\u3057\u3001\u7d4c\u6e08\u30fb\u91d1\u878d\u3067\u306f\u4e0d\u78ba\u5b9f\u6027\u3092\u542b\u3080\u30d1\u30e9\u30e1\u30fc\u30bf\u63a8\u5b9a\u3084\u30b7\u30ca\u30ea\u30aa\u5206\u6790\u306b\u5229\u7528\u3067\u304d\u307e\u3059\u3002MCMC\u306b\u3088\u3063\u3066\u5206\u5e03\u5168\u4f53\u3092\u5f97\u3089\u308c\u308b\u305f\u3081\u3001\u5358\u4e00\u306e\u70b9\u63a8\u5b9a\u3060\u3051\u3067\u306f\u8868\u73fe\u3057\u306b\u304f\u3044\u4e0d\u78ba\u5b9f\u6027\u3092\u6271\u3048\u308b\u3053\u3068\u304c\u7279\u5fb4\u3067\u3059\u3002<\/p>\n<h3>\u6a5f\u68b0\u5b66\u7fd2\u3068AI<\/h3>\n<p>\u6a5f\u68b0\u5b66\u7fd2\u3067\u306f\u3001\u30d9\u30a4\u30ba\u30cb\u30e5\u30fc\u30e9\u30eb\u30cd\u30c3\u30c8\u30ef\u30fc\u30af\u306a\u3069\u306b\u304a\u3051\u308b\u30d1\u30e9\u30e1\u30fc\u30bf\u306e\u4e0d\u78ba\u5b9f\u6027\u63a8\u5b9a\u3084\u3001\u78ba\u7387\u30e2\u30c7\u30eb\u306e\u63a8\u8ad6\u306bMCMC\u304c\u5229\u7528\u3055\u308c\u307e\u3059\u3002<\/p>\n<p>\u305f\u3060\u3057\u3001\u73fe\u4ee3\u306e\u5927\u898f\u6a21\u30cb\u30e5\u30fc\u30e9\u30eb\u30cd\u30c3\u30c8\u30ef\u30fc\u30af\u3059\u3079\u3066\u3092MCMC\u3067\u5b66\u7fd2\u3059\u308b\u308f\u3051\u3067\u306f\u3042\u308a\u307e\u305b\u3093\u3002\u30e2\u30c7\u30eb\u304c\u5de8\u5927\u306b\u306a\u308b\u3068\u8a08\u7b97\u91cf\u304c\u975e\u5e38\u306b\u5927\u304d\u304f\u306a\u308b\u305f\u3081\u3001\u5909\u5206\u63a8\u8ad6\u3001Laplace\u8fd1\u4f3c\u3001\u9010\u6b21\u30e2\u30f3\u30c6\u30ab\u30eb\u30ed\u306a\u3069\u3001\u5225\u306e\u63a8\u8ad6\u624b\u6cd5\u3068\u6bd4\u8f03\u3057\u3066\u4f7f\u3044\u5206\u3051\u308b\u3053\u3068\u304c\u91cd\u8981\u3067\u3059\u3002<\/p>\n<p>\u3053\u306e\u70b9\u306f\u3001MCMC\u3092\u300c\u4e07\u80fd\u306aAI\u30a2\u30eb\u30b4\u30ea\u30ba\u30e0\u300d\u3068\u6349\u3048\u306a\u3044\u305f\u3081\u306b\u3082\u91cd\u8981\u3067\u3059\u3002MCMC\u306e\u5f37\u307f\u306f\u3001\u8a08\u7b97\u91cf\u3092\u5ea6\u5916\u8996\u3057\u3066\u30b5\u30f3\u30d7\u30eb\u3092\u5897\u3084\u3059\u3053\u3068\u3067\u306f\u306a\u304f\u3001<strong>\u8907\u96d1\u306a\u78ba\u7387\u30e2\u30c7\u30eb\u306b\u5bfe\u3057\u3066\u4e0d\u78ba\u5b9f\u6027\u3092\u6bd4\u8f03\u7684\u5fe0\u5b9f\u306b\u8a55\u4fa1\u3067\u304d\u308b\u3053\u3068<\/strong>\u306b\u3042\u308a\u307e\u3059\u3002<\/p>\n<h3>\u81ea\u7136\u79d1\u5b66\u30fb\u5de5\u5b66<\/h3>\n<p>MCMC\u306f\u7269\u7406\u5b66\u3001\u5316\u5b66\u3001\u907a\u4f1d\u5b66\u3001\u6c17\u5019\u79d1\u5b66\u306a\u3069\u3067\u3082\u5229\u7528\u3055\u308c\u3066\u3044\u307e\u3059\u3002\u7269\u7406\u5b66\u3067\u306f\u7d71\u8a08\u529b\u5b66\u7684\u306a\u30e2\u30c7\u30eb\u306e\u30b5\u30f3\u30d7\u30ea\u30f3\u30b0\u3001\u907a\u4f1d\u5b66\u3067\u306f\u7cfb\u7d71\u3084\u96c6\u56e3\u30d1\u30e9\u30e1\u30fc\u30bf\u306e\u63a8\u5b9a\u3001\u6c17\u5019\u79d1\u5b66\u3067\u306f\u30e2\u30c7\u30eb\u30d1\u30e9\u30e1\u30fc\u30bf\u306e\u4e0d\u78ba\u5b9f\u6027\u8a55\u4fa1\u306a\u3069\u306b\u5fdc\u7528\u3055\u308c\u3066\u3044\u307e\u3059\u3002<\/p>\n<p>\u3053\u306e\u3088\u3046\u306b\u3001MCMC\u306f\u300cAI\u5c02\u7528\u300d\u306e\u6280\u8853\u3067\u306f\u3042\u308a\u307e\u305b\u3093\u3002\u3080\u3057\u308d\u3001<strong>\u78ba\u7387\u30e2\u30c7\u30eb\u3092\u4f7f\u3063\u3066\u73fe\u5b9f\u4e16\u754c\u306e\u4e0d\u78ba\u5b9f\u6027\u3092\u8868\u73fe\u3059\u308b\u9818\u57df\u5168\u822c<\/strong>\u306b\u9069\u7528\u3067\u304d\u308b\u6c4e\u7528\u7684\u306a\u63a8\u8ad6\u6280\u8853\u3068\u8003\u3048\u308b\u65b9\u304c\u672c\u8cea\u306b\u8fd1\u3044\u3067\u3057\u3087\u3046\u3002<!-- notionvc: 3c161137-8df6-4786-9cb7-6478c6adb739 --><\/p>\n<p><!-- notionvc: e6e9bb43-f6e8-4d19-9994-dbb506a76ee1 --><\/p>\n<h2>MCMC\u6cd5\u306e\u30e1\u30ea\u30c3\u30c8\u3068\u30c7\u30e1\u30ea\u30c3\u30c8<\/h2>\n<p>MCMC\u306e\u6700\u5927\u306e\u30e1\u30ea\u30c3\u30c8\u306f\u3001\u89e3\u6790\u7684\u306b\u6c42\u3081\u308b\u3053\u3068\u304c\u96e3\u3057\u3044\u8907\u96d1\u306a\u78ba\u7387\u5206\u5e03\u3092\u3001\u30b5\u30f3\u30d7\u30eb\u3068\u3044\u3046\u5f62\u3067\u6271\u3048\u308b\u3053\u3068\u3067\u3059\u3002\u305d\u306e\u7d50\u679c\u3001\u5e73\u5747\u5024\u3060\u3051\u3067\u306a\u304f\u5206\u6563\u3084\u4fe1\u7528\u533a\u9593\u3001\u30d1\u30e9\u30e1\u30fc\u30bf\u9593\u306e\u4f9d\u5b58\u95a2\u4fc2\u306a\u3069\u3001\u5206\u5e03\u305d\u306e\u3082\u306e\u306b\u57fa\u3065\u3044\u305f\u5206\u6790\u304c\u53ef\u80fd\u306b\u306a\u308a\u307e\u3059\u3002<\/p>\n<p>\u4e00\u65b9\u3067\u3001\u8a08\u7b97\u30b3\u30b9\u30c8\u306e\u9ad8\u3055\u306f\u5927\u304d\u306a\u8ab2\u984c\u3067\u3059\u3002MCMC\u3067\u306f\u591a\u6570\u306e\u53cd\u5fa9\u8a08\u7b97\u304c\u5fc5\u8981\u3067\u3001\u30e2\u30c7\u30eb\u306b\u3088\u3063\u3066\u306f\u5341\u5206\u306a\u30b5\u30f3\u30d7\u30eb\u3092\u5f97\u308b\u307e\u3067\u306b\u9577\u3044\u6642\u9593\u304c\u304b\u304b\u308a\u307e\u3059\u3002\u307e\u305f\u3001\u30b5\u30f3\u30d7\u30eb\u304c\u672c\u5f53\u306b\u76ee\u7684\u5206\u5e03\u3078\u53ce\u675f\u3057\u3066\u3044\u308b\u304b\u3092\u78ba\u8a8d\u3057\u306a\u3051\u308c\u3070\u306a\u308a\u307e\u305b\u3093\u3002<\/p>\n<p>\u3053\u3053\u3067\u91cd\u8981\u306a\u306e\u304c<strong>\u53ce\u675f\u8a3a\u65ad<\/strong>\u3067\u3059\u3002\u8907\u6570\u30c1\u30a7\u30fc\u30f3\u306e\u6319\u52d5\u3092\u6bd4\u8f03\u3059\u308bR-hat\u3001\u81ea\u5df1\u76f8\u95a2\u3084\u6709\u52b9\u30b5\u30f3\u30d7\u30eb\u30b5\u30a4\u30ba\u3001\u30c8\u30ec\u30fc\u30b9\u30d7\u30ed\u30c3\u30c8\u306a\u3069\u3092\u78ba\u8a8d\u3059\u308b\u5fc5\u8981\u304c\u3042\u308a\u307e\u3059\u3002HMC\u3084NUTS\u3067\u306f\u3001\u5358\u7d14\u306a\u53ce\u675f\u6307\u6a19\u3060\u3051\u3067\u306a\u304f\u3001divergent transitions\u3084treedepth\u306a\u3069\u306e\u8a3a\u65ad\u60c5\u5831\u3082\u91cd\u8981\u3067\u3059\u3002Stan\u3067\u306f\u3053\u308c\u3089\u3092\u78ba\u8a8d\u3059\u308b\u305f\u3081\u306e\u8a3a\u65ad\u6a5f\u80fd\u304c\u6574\u5099\u3055\u308c\u3066\u3044\u307e\u3059\u3002<\/p>\n<p>\u3064\u307e\u308a\u3001\u300cMCMC\u3092\u5b9f\u884c\u3057\u3066\u7d50\u679c\u304c\u51fa\u305f\u300d\u3053\u3068\u3068\u300c\u4fe1\u983c\u3067\u304d\u308b\u63a8\u8ad6\u304c\u3067\u304d\u305f\u300d\u3053\u3068\u306f\u540c\u3058\u3067\u306f\u3042\u308a\u307e\u305b\u3093\u30022026\u5e74\u6642\u70b9\u306e\u5b9f\u52d9\u3067\u306f\u3001<strong>\u30b5\u30f3\u30d7\u30ea\u30f3\u30b0\u5f8c\u306e\u8a3a\u65ad\u307e\u3067\u3092MCMC\u306e\u4e00\u90e8\u3068\u8003\u3048\u308b\u3053\u3068<\/strong>\u304c\u91cd\u8981\u3067\u3059\u3002<!-- notionvc: 7de8a415-76f3-44e5-a686-abcb6b81790e --><\/p>\n<p><!-- notionvc: 35940234-7971-43ef-b2e6-b592281edaa3 --><\/p>\n<h2>MCMC\u6cd5\u306e\u6700\u65b0\u52d5\u5411\u3068\u672a\u6765\u5c55\u671b<\/h2>\n<p>\u8fd1\u5e74\u306eMCMC\u306f\u3001\u5358\u7d14\u306a\u30a2\u30eb\u30b4\u30ea\u30ba\u30e0\u305d\u306e\u3082\u306e\u3092\u6539\u826f\u3059\u308b\u3060\u3051\u3067\u306a\u304f\u3001<strong>\u81ea\u52d5\u8abf\u6574\u30fb\u9ad8\u901f\u30d0\u30c3\u30af\u30a8\u30f3\u30c9\u30fb\u8fd1\u4f3c\u63a8\u8ad6\u3068\u306e\u7d44\u307f\u5408\u308f\u305b<\/strong>\u3078\u3068\u9032\u5316\u3057\u3066\u3044\u307e\u3059\u3002<\/p>\n<p>Stan\u3067\u306fHMC\u3068NUTS\u3092\u4e2d\u5fc3\u3068\u3057\u305f\u81ea\u52d5\u8abf\u6574\u304c\u9032\u307f\u3001PyMC\u3067\u306fNUTS\u306b\u5bfe\u3057\u3066\u8907\u6570\u306e\u5b9f\u88c5\u3092\u5229\u7528\u3067\u304d\u308b\u3088\u3046\u306b\u306a\u3063\u3066\u3044\u307e\u3059\u3002\u73fe\u5728\u306ePyMC\u30c9\u30ad\u30e5\u30e1\u30f3\u30c8\u3067\u306f\u3001\u6a19\u6e96\u306ePyMC\u5b9f\u88c5\u306b\u52a0\u3048\u3066nutpie\u3001BlackJAX\u3001NumPyro\u306a\u3069\u306e\u30d0\u30c3\u30af\u30a8\u30f3\u30c9\u304c\u9078\u629e\u80a2\u3068\u3057\u3066\u63d0\u4f9b\u3055\u308c\u3066\u3044\u307e\u3059\u3002\u307e\u305f\u3001nutpie\u306fRust\u3067\u5b9f\u88c5\u3055\u308c\u305f\u9ad8\u901f\u306aNUTS\u30b5\u30f3\u30d7\u30e9\u30fc\u3068\u3057\u3066\u63a8\u5968\u3055\u308c\u3066\u3044\u307e\u3059\u3002<\/p>\n<p>\u3055\u3089\u306b\u3001MCMC\u305d\u306e\u3082\u306e\u3092\u9ad8\u901f\u5316\u3059\u308b\u3060\u3051\u3067\u306f\u306a\u304f\u3001\u30e2\u30c7\u30eb\u306e\u4e00\u90e8\u3092\u89e3\u6790\u7684\u306b\u7a4d\u5206\u3057\u3066\u6b21\u5143\u3092\u6e1b\u3089\u3059<strong>marginalization<\/strong>\u3084\u3001Laplace\u8fd1\u4f3c\u306a\u3069\u3068\u7d44\u307f\u5408\u308f\u305b\u308b\u30a2\u30d7\u30ed\u30fc\u30c1\u3082\u767a\u5c55\u3057\u3066\u3044\u307e\u3059\u3002PyMC\u306e\u62e1\u5f35\u6a5f\u80fd\u3067\u3082\u3001\u96e2\u6563\u5909\u6570\u3092\u5468\u8fba\u5316\u3059\u308b\u3053\u3068\u3067NUTS\u306e\u3088\u3046\u306a\u52fe\u914d\u30d9\u30fc\u30b9\u306e\u30b5\u30f3\u30d7\u30e9\u30fc\u3092\u9069\u7528\u3057\u3084\u3059\u304f\u3059\u308b\u4ed5\u7d44\u307f\u304c\u63d0\u4f9b\u3055\u308c\u3066\u3044\u307e\u3059\u3002<\/p>\n<p>\u4eca\u5f8c\u306e\u91cd\u8981\u306a\u30c6\u30fc\u30de\u306f\u3001\u300c\u3059\u3079\u3066\u3092MCMC\u3067\u8a08\u7b97\u3059\u308b\u300d\u3053\u3068\u3067\u306f\u306a\u304f\u3001<strong>\u554f\u984c\u306b\u5fdc\u3058\u3066MCMC\u3001\u5909\u5206\u63a8\u8ad6\u3001Laplace\u8fd1\u4f3c\u3001SMC\u306a\u3069\u3092\u7d44\u307f\u5408\u308f\u305b\u308b\u3053\u3068<\/strong>\u3067\u3057\u3087\u3046\u3002<\/p>\n<p>\u751f\u6210AI\u306e\u6642\u4ee3\u306b\u304a\u3044\u3066\u3082\u3001\u3053\u306e\u8003\u3048\u65b9\u306f\u91cd\u8981\u3067\u3059\u3002\u5927\u898f\u6a21\u30e2\u30c7\u30eb\u305d\u306e\u3082\u306e\u306e\u5b66\u7fd2\u3067\u306fMCMC\u304c\u5fc5\u305a\u3057\u3082\u4e2d\u5fc3\u7684\u306a\u624b\u6cd5\u3067\u306f\u3042\u308a\u307e\u305b\u3093\u304c\u3001\u30e2\u30c7\u30eb\u306e\u4e0d\u78ba\u5b9f\u6027\u8a55\u4fa1\u3001\u78ba\u7387\u7684\u63a8\u8ad6\u3001\u30d9\u30a4\u30ba\u6700\u9069\u5316\u3001\u79d1\u5b66\u6a5f\u68b0\u5b66\u7fd2\u306a\u3069\u3067\u306fMCMC\u306e\u8003\u3048\u65b9\u304c\u5f15\u304d\u7d9a\u304d\u91cd\u8981\u306b\u306a\u308a\u307e\u3059\u3002<\/p>\n<p>MCMC\u306e\u672a\u6765\u306f\u3001\u5358\u72ec\u3067\u8a08\u7b97\u91cf\u3092\u7af6\u3046\u65b9\u5411\u3060\u3051\u3067\u306f\u306a\u304f\u3001<strong>\u78ba\u7387\u7684\u63a8\u8ad6\u3092\u69cb\u6210\u3059\u308b\u4e00\u3064\u306e\u57fa\u76e4\u3068\u3057\u3066\u3001\u4ed6\u306e\u63a8\u8ad6\u6280\u8853\u3084\u9ad8\u901f\u8a08\u7b97\u57fa\u76e4\u3068\u7d44\u307f\u5408\u308f\u305b\u308b\u65b9\u5411<\/strong>\u3078\u9032\u3080\u3068\u8003\u3048\u3089\u308c\u307e\u3059\u3002<!-- notionvc: d643a899-4f4b-4080-a9df-a9371e58b871 --><\/p>\n<p><!-- notionvc: 7e9614e9-acef-466a-b368-1b0a30e4b768 --><\/p>\n<h2>\u307e\u3068\u3081<\/h2>\n<p><b>MCMC\u6cd5\u3092\u4f7f\u3044\u3053\u306a\u3059\u3053\u3068\u306e\u610f\u5473<\/b><\/p>\n<p>MCMC\u6cd5\u306f\u3001\u8907\u96d1\u306a\u78ba\u7387\u5206\u5e03\u304b\u3089\u30b5\u30f3\u30d7\u30eb\u3092\u751f\u6210\u3057\u3001\u305d\u3053\u304b\u3089\u672a\u77e5\u306e\u30d1\u30e9\u30e1\u30fc\u30bf\u3084\u4e0d\u78ba\u5b9f\u6027\u3092\u63a8\u5b9a\u3059\u308b\u305f\u3081\u306e\u91cd\u8981\u306a\u8a08\u7b97\u624b\u6cd5\u3067\u3059\u3002<\/p>\n<p>\u30e1\u30c8\u30ed\u30dd\u30ea\u30b9\u30fb\u30d8\u30a4\u30b9\u30c6\u30a3\u30f3\u30b0\u30b9\u6cd5\u3084\u30ae\u30d6\u30b9\u30b5\u30f3\u30d7\u30ea\u30f3\u30b0\u304b\u3089\u59cb\u307e\u308a\u3001\u73fe\u5728\u3067\u306fHMC\u3084NUTS\u304c\u9ad8\u5ea6\u306a\u30d9\u30a4\u30ba\u30e2\u30c7\u30eb\u3092\u652f\u3048\u308b\u4e3b\u8981\u306a\u9078\u629e\u80a2\u3068\u306a\u3063\u3066\u3044\u307e\u3059\u3002Stan\u3084PyMC\u3068\u3044\u3063\u305f\u78ba\u7387\u7684\u30d7\u30ed\u30b0\u30e9\u30df\u30f3\u30b0\u74b0\u5883\u306e\u767a\u5c55\u306b\u3088\u3063\u3066\u3001\u4ee5\u524d\u306f\u5c02\u9580\u7684\u306a\u6570\u5b66\u77e5\u8b58\u304c\u5fc5\u8981\u3060\u3063\u305f\u30e2\u30c7\u30eb\u3067\u3082\u3001\u6bd4\u8f03\u7684\u6271\u3044\u3084\u3059\u304f\u306a\u308a\u307e\u3057\u305f\u3002<\/p>\n<p>\u305f\u3060\u3057\u3001MCMC\u3092\u4f7f\u3048\u3070\u81ea\u52d5\u7684\u306b\u6b63\u3057\u3044\u7d50\u679c\u304c\u5f97\u3089\u308c\u308b\u308f\u3051\u3067\u306f\u3042\u308a\u307e\u305b\u3093\u3002\u91cd\u8981\u306a\u306e\u306f\u3001<strong>\u30e2\u30c7\u30eb\u3092\u9069\u5207\u306b\u8a2d\u8a08\u3057\u3001\u30b5\u30f3\u30d7\u30ea\u30f3\u30b0\u3092\u884c\u3044\u3001\u53ce\u675f\u3084\u63a2\u7d22\u52b9\u7387\u3092\u8a3a\u65ad\u3057\u3001\u305d\u306e\u4e0d\u78ba\u5b9f\u6027\u3092\u542b\u3081\u3066\u7d50\u679c\u3092\u89e3\u91c8\u3059\u308b\u3053\u3068<\/strong>\u3067\u3059\u3002<\/p>\n<p>AI\u304c\u300c\u4e88\u6e2c\u3059\u308b\u300d\u3060\u3051\u3067\u306a\u304f\u3001\u300c\u3069\u306e\u7a0b\u5ea6\u78ba\u4fe1\u3067\u304d\u308b\u306e\u304b\u300d\u3092\u8aac\u660e\u3059\u308b\u3053\u3068\u304c\u6c42\u3081\u3089\u308c\u308b\u73fe\u5728\u3001MCMC\u306f\u53e4\u5178\u7684\u306a\u7d71\u8a08\u624b\u6cd5\u3067\u3042\u308a\u306a\u304c\u3089\u3001\u78ba\u7387\u7684AI\u3092\u652f\u3048\u308b\u91cd\u8981\u306a\u8003\u3048\u65b9\u3067\u3042\u308a\u7d9a\u3051\u3066\u3044\u307e\u3059\u3002MCMC\u3092\u7406\u89e3\u3059\u308b\u3053\u3068\u306f\u3001\u5358\u306b\u4e00\u3064\u306e\u30a2\u30eb\u30b4\u30ea\u30ba\u30e0\u3092\u5b66\u3076\u3053\u3068\u3067\u306f\u306a\u304f\u3001<strong>\u4e0d\u78ba\u5b9f\u6027\u3092\u542b\u3080\u73fe\u5b9f\u4e16\u754c\u3092\u78ba\u7387\u7684\u306b\u7406\u89e3\u3059\u308b\u305f\u3081\u306e\u57fa\u790e\u3092\u8eab\u306b\u3064\u3051\u308b\u3053\u3068<\/strong>\u306b\u3064\u306a\u304c\u308b\u306e\u3067\u3059\u3002<!-- notionvc: c1520f01-f639-4ce4-906a-17facbeed0f9 --><\/p>\n<p><!-- notionvc: 7113d5f7-7600-48ba-85bf-c9bd85a25cb3 --><\/p>","protected":false},"excerpt":{"rendered":"<p>MCMC\u6cd5\uff08Markov Chain Monte Carlo\uff09\u306e\u57fa\u672c\u6982\u5ff5\u304b\u3089\u30e1\u30c8\u30ed\u30dd\u30ea\u30b9\u6cd5\u3001\u30ae\u30d6\u30b9\u30b5\u30f3\u30d7\u30ea\u30f3\u30b0\u3001HMC\u3001NUTS\u307e\u3067\u3092\u4f53\u7cfb\u7684\u306b\u89e3\u8aac\u3002\u30d9\u30a4\u30ba\u63a8\u5b9a\u3084\u6a5f\u68b0\u5b66\u7fd2\u3001\u79d1\u5b66\u30b7\u30df\u30e5\u30ec\u30fc\u30b7\u30e7\u30f3\u306b\u304a\u3051\u308b\u6d3b\u7528\u65b9\u6cd5\u3001\u53ce\u675f\u8a3a\u65ad\u3001\u6700 [&hellip;]<\/p>\n","protected":false},"author":22,"featured_media":7091,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"content-type":"","swell_btn_cv_data":"","footnotes":"","_wp_rev_ctl_limit":""},"categories":[48],"tags":[1133,484,1135,1134,1136],"class_list":["post-7164","post","type-post","status-publish","format-standard","has-post-thumbnail","hentry","category-glossary","tag-mcmc","tag-484","tag-1135","tag-1134","tag-1136"],"_links":{"self":[{"href":"https:\/\/since2020.jp\/media\/wp-json\/wp\/v2\/posts\/7164","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\/22"}],"replies":[{"embeddable":true,"href":"https:\/\/since2020.jp\/media\/wp-json\/wp\/v2\/comments?post=7164"}],"version-history":[{"count":1,"href":"https:\/\/since2020.jp\/media\/wp-json\/wp\/v2\/posts\/7164\/revisions"}],"predecessor-version":[{"id":9798,"href":"https:\/\/since2020.jp\/media\/wp-json\/wp\/v2\/posts\/7164\/revisions\/9798"}],"wp:featuredmedia":[{"embeddable":true,"href":"https:\/\/since2020.jp\/media\/wp-json\/wp\/v2\/media\/7091"}],"wp:attachment":[{"href":"https:\/\/since2020.jp\/media\/wp-json\/wp\/v2\/media?parent=7164"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/since2020.jp\/media\/wp-json\/wp\/v2\/categories?post=7164"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/since2020.jp\/media\/wp-json\/wp\/v2\/tags?post=7164"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}