# Tagged Questions

19 views

### How to sample from this dirichlet distribution with an L1 prior?

I'd like to draw a sample from a distribution with p.d.f $$f(p,q,r,s) \sim \mathrm{e}^{-w(|p+q-r-s|+|p-q-r+s|+|p-q+r-s|)}p^aq^br^cs^d \mathbb{1}_{p+q+r+s=1}$$ $w > 0$ is a free parameter (which ...
44 views

### Metropolis-Hastings to sample from dependent random variables

Imagine the goal is sampling from $p(X,Y)$ and X and Y are dependent real-valued random variables, i.e. $p(X|Y)\neq p(X)$. Now the question is how can we apply Metropolis-Hastings algorithm on the ...
23 views

### MCMC sampling with increasing data size?

So I am dealing with a case that I need to sample from posterior distribution in an online manner, i.e. my data size increases in each step and therefore the conditional posterior will have one more ...
11 views

### sampling from deterministic ODE/PDE

I have a problem, where probability density function is a solution of differential equation. So the usual work would be to solve analytically diff. equations and then obtain samples from that ...
50 views

### MCMC on a bounded parameter space?

I am trying to apply MCMC on a problem, but my priors(in my case they are $\alpha\in[0,1],\beta\in[0,1]$)) are restricted to an area? Can I use normal MCMC and ignore the samples that fall outside of ...
74 views

### MCMC for an explicitly uncomputable prior?

I am trying to sample from a posterior distribution and I only have an explicit formula for likelihood but I can sample from the prior distribution. How can I sample from the posterior distribution ...
36 views