George Xianzhi Yuan

The framework of Large Mathematical Logic Model (LMLM): Gibbs sampling-based restricted Boltzmann machines for financial engineering

This paper gives a mathematical account of Gibbs sampling, the classical Boltzmann Machine (BM), and the efficiency breakthrough of the Restricted Boltzmann Machine (RBM), tracing the Markov Chain Monte Carlo lineage from Metropolis–Hastings to coordinate-wise sampling and deriving the Contrastive Divergence (CD k ) al...