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    Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/77045


    Title: 產生迪氏分配之高效率演算法及應用
    Other Titles: An Efficient Algorithm for Generating Dirichlet Random Vectors and Some Applications
    Authors: 洪英超
    Contributors: 統計學系
    Keywords: NSC102-2118-M004-001
    Date: 2013
    Issue Date: 2015-07-28 17:14:37 (UTC+8)
    Abstract: 迪氏分配被運用在廣泛的領域如：隨機模式與模擬、程式評估技術、重要路徑方法、分 析不同比例之間的相關性結構、建構馬可夫切換之轉換機率模型、提供無母數貝氏分 析所需之共軛先驗分配等等。此計晝中我們將介紹一個產生迪氏分配的高效率演算 法。利用電腦模擬我們証明此演算法的效率（以電腦產生速度來看）比現有文獻中所 有的方法有明顯的改善。此外，我們將介紹一些可藉由迪氏分配產生的分配一如反迪 氏(或貝他)分配、Liouville分配、及多（凸)面體區域上之均勻分配等。這些分配在現實 生活中有許多有趣的應用。
    Relation: 計畫編號NSC102-2118-M004-001
    Data Type: report
    Appears in Collections:[Department of Statistics] NSC Projects

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