# Tagged Questions

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### Looking for step by step example of sampling from DAG in Bayesian model

I am looking for a tutorial type example that shows the step by step process sampling from a simple hierarchical model. For example, I am trying to study the distribution of ...
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### Bayesian estimation of Dirichlet distribution parameters

I want to estimate parameters of Dirichlet mixture models using Gibbs sampling and I have some questions about that: Is a mixture of Dirichlet distributions equivalent to a Dirichlet process? What ...
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### What are some well known improvements over textbook MCMC algorithms that people use for bayesian inference?

When I'm coding a Monte Carlo simulation for some problem, and the model is simple enough, I use a very basic textbook Gibbs sampling. When it's not possible to use Gibbs sampling, I code the textbook ...
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### Gibbs sampler on the precision (with a gamma prior) in a hierarchical Bayesian model doesn't converge

I am deriving a Gibbs sampler with a model similar to the model in this paper (a graphical model is shown in page 4). To put it simple, my question only concerns $w_i$ (a $K$-dimensional vector drawn ...
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### Preparing Bayesian conditional distributions for Gibbs sampling

I was looking at the Gibbs Sampler when I stumbled upon the following example: Suppose $y = (y_{1}, y_{2}, \ldots, y_{n})$ are iid observations from an $N(\mu, \tau^{-1})$ Furthermore, suppose there ...
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### Bayesian estimation using Gibbs sampling for financial models

I am trying to do Gibbs sampling, from this paper, www.jds-online.com/file_download/353/JDS-746.pdf This is a CIR financial model, I want to do Gibbs on its parameters: ...
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### Non-conjugate improper uniform priors in Bayesian data analysis: how to handle infinite sums?

I've been working on Griddy Gibbs sampler (paper: Ritter and Tanner) and I've implemented it in R. But I've faced a problem when I started thinking on its uses in other contexts. If I try to use an ...
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### Gibbs sampler from conditional distribution

I am trying to propose Gibbs sampling with the density below, p(y_1,y_2,y_3)\propto \exp [-({{y}_{1}}+{{y}_{2}}+{{y}_{3}}+{{\theta}_{12}{y_1}{y_2}}+{{\theta }_{13}{y_3}{y_1}}+{{\theta ...
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### Need help on Gibbs sampling with truncated normal and gamma

I am trying to use Gibbs Sampling to simulate a random sample from a joint distribution $f(\beta ,{{Z}_{1}},...,{{Z}_{75}},{{\lambda }_{1}},...,{{\lambda }_{75}})$, where the fully conditioned ...
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### Sampling variables and calculating likelihood in WinBUGS/OpenBUGS

I am trying to read some WinBUGS/OpenBUGS examples to figure out how to specify models. I can't seem to understand where the probabilistic dnorm, ...
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### Drawing from a conditional density

I have a simple question. Suppose $X=(X_1,X_2,X_3)$ is multivariate normal. What's the best (quickest) way to draw from the conditional density $X_1\mid \exp(X_1)+\exp(X_2)+X_3$?
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### Is sequential Bayesian updating an option when using MCMC?

I have an implementation of the Griddy Gibbs sampler, but my observations on which I'm conditioning model parameters are too many in number, thus the likelihood underflows quickly, even with a log ...
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### Resources about Gibbs sampling in hybrid Bayesian networks

Greetings, I've been trying to get my hands on a substantial resource for using Gibbs sampling in hybrid Bayesian networks, that is, networks with both continuous and discrete variables. So far I ...