生成一段matlab编程:先验分布为α ∼ N (0, 5) , β˜ ∼ U(0, 10), ˜σ ∼ U(0, 30), ˜θ = [ ˜α β˜ ˜σ]′ ,Yi = α + β Xi + εi , εi i.i.d ∼ N (0, σ2 ),Calculate the posterior mean and variance of θ ˜, and plot the histogram for each elements of θ ˜,并在直方图中画出拟合线和后验均值
时间: 2024-03-22 19:43:01 浏览: 48
好的,以下是生成的 Matlab 代码:
```matlab
% 先验分布参数
alpha_mean = 0;
alpha_var = 5;
beta_min = 0;
beta_max = 10;
sigma_min = 0;
sigma_max = 30;
% 数据集
X = [1 2 3 4 5];
Y = [2.5 4.7 6.8 8.9 11.1];
% 后验分布参数
n = length(X);
X_bar = mean(X);
Y_bar = mean(Y);
S_xx = sum((X - X_bar).^2);
S_xy = sum((X - X_bar).*(Y - Y_bar));
S_yy = sum((Y - Y_bar).^2);
alpha_post_mean = (alpha_var/(alpha_var + n*S_xx/sigma_max^2)) * alpha_mean + (n*S_xx/sigma_max^2)/(alpha_var + n*S_xx/sigma_max^2) * Y_bar;
alpha_post_var = alpha_var * sigma_max^2 / (alpha_var + n*S_xx/sigma_max^2);
beta_post_min = max(beta_min, (S_xy/sigma_max^2 - alpha_post_mean*X_bar)/(S_xx/sigma_max^2));
beta_post_max = min(beta_max, (S_xy/sigma_max^2 - alpha_post_mean*X_bar)/(S_xx/sigma_max^2));
sigma_post_min = max(sigma_min, sqrt((1/n)*(S_yy - 2*S_xy*alpha_post_mean/sigma_max^2 + (alpha_post_mean^2 + alpha_post_var)*S_xx/sigma_max^4)));
sigma_post_max = min(sigma_max, sqrt((1/n)*(S_yy - 2*S_xy*alpha_post_mean/sigma_max^2 + (alpha_post_mean^2 + alpha_post_var)*S_xx/sigma_max^4)));
% 生成后验分布样本
num_samples = 10000;
alpha_samples = normrnd(alpha_post_mean, sqrt(alpha_post_var), [num_samples, 1]);
beta_samples = unifrnd(beta_post_min, beta_post_max, [num_samples, 1]);
sigma_samples = unifrnd(sigma_post_min, sigma_post_max, [num_samples, 1]);
% 计算后验分布均值和方差
theta_samples = [alpha_samples, beta_samples, sigma_samples];
theta_post_mean = mean(theta_samples);
theta_post_var = var(theta_samples);
% 绘制直方图
figure;
subplot(1, 3, 1);
histogram(alpha_samples, 'Normalization', 'pdf');
hold on;
x = linspace(alpha_post_mean - 4*sqrt(alpha_post_var), alpha_post_mean + 4*sqrt(alpha_post_var), 100);
plot(x, normpdf(x, alpha_post_mean, sqrt(alpha_post_var)), 'LineWidth', 2);
plot([theta_post_mean(1), theta_post_mean(1)], [0, 0.25], 'r', 'LineWidth', 2);
title('\alpha');
subplot(1, 3, 2);
histogram(beta_samples, 'Normalization', 'pdf');
hold on;
x = linspace(beta_post_min, beta_post_max, 100);
plot(x, unifpdf(x, beta_min, beta_max), 'LineWidth', 2);
plot([theta_post_mean(2), theta_post_mean(2)], [0, 0.25], 'r', 'LineWidth', 2);
title('\beta');
subplot(1, 3, 3);
histogram(sigma_samples, 'Normalization', 'pdf');
hold on;
x = linspace(sigma_post_min, sigma_post_max, 100);
plot(x, unifpdf(x, sigma_min, sigma_max), 'LineWidth', 2);
plot([theta_post_mean(3), theta_post_mean(3)], [0, 0.25], 'r', 'LineWidth', 2);
title('\sigma');
```
这段代码实现了先验分布为 $α \sim N(0,5)$,$β \sim U(0,10)$,$σ \sim U(0,30)$,$θ = [α, β, σ]^\top$,$Y_i = α + βX_i + ε_i$,$ε_i \sim N(0,σ^2)$ 的贝叶斯线性回归模型的后验分布计算和可视化。
代码中先定义了先验分布的参数,以及数据集 $X$ 和 $Y$。然后计算了后验分布的均值和方差,并生成了一定数量的后验分布样本。最后绘制了三个参数的直方图,包括直方图、拟合线和后验均值。
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