Given the observed hydrological data, the model can estimate the posterior probability distribution of each location of change-point by using the Monte Carlo Markov Chain (MCMC) sampling method.
该模型的核心部分是根据观测到的资料,通过蒙特卡洛马尔科夫链随机抽样的方法来估计变点位置的后验概率分布。
A single Gaussian distribution is obtained to approximate the posterior distribution of state parameters based on sequential importance sampling and Monte Carlo methods.
通过基于重要性采样和蒙特卡罗模拟方法得到一高斯分布来近似未知状态变量的后验分布。
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