MATLAB算法-马尔可夫链蒙特卡洛算法详解，附代码.pdf

model = fitlm(X, Y, 'linear');

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prior = struct();

prior.Intercept = makedist('Normal', 'mu', 0, 'sigma', 10);

prior.Coefficients = makedist('Normal', 'mu', 0, 'sigma', 10);

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likelihood = @(Y, X, beta) normpdf(Y - (X * beta(2) + beta(1)), 0, 1);

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target = @(beta) sum(log(likelihood(Y, X, beta))) + log(pdf(prior.Intercept, bet

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MCMC