NET-MC: Do Markov chain simulation to sample networks.
The net-mc program is the specialization of xxx-mc to the task of
sampling from the posterior distribution for a neural network model,
or from the prior distribution, if no training set is specified. See
xxx-mc.doc for the generic features of this program.
The following applications-specific sampling procedures are implemented:
sample-hyper Does Gibbs sampling for the hyperparameters controlling
the distributions of parameters (weights, etc.).
sample-noise Does Gibbs sampling for the noise variances.
sample-sigmas Does both sample-hyper and sample-noise.
Default stepsizes are set by a complicated heuristic procedure that is
described in Appendix A of the thesis.
Tempering methods are not currently supported.
Copyright (c) 1995 by Radford M. Neal