Timeline for Gibbs Sampler output: how many Markov chains?
Current License: CC BY-SA 3.0
5 events
| when toggle format | what | by | license | comment | |
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| Mar 27, 2015 at 18:13 | vote | accept | user2016445 | ||
| Mar 27, 2015 at 18:05 | history | edited | Xi'an | CC BY-SA 3.0 |
added 438 characters in body
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| Mar 27, 2015 at 17:45 | comment | added | Xi'an | if you add a Metropolis, the Markov property does not necessarily hold for the subchains, as, for instance, using a joint move proposal on $(x_1,x_2)$. | |
| Mar 27, 2015 at 17:39 | comment | added | user2016445 | so i build a hybrid sampler with 3 draws of the full conditionals and 1 Metropolis step. how can i check if the sub-chains are markov chains ? i used geweke-score for one "subchain" and then estimate the a-posteriori mean of the paramter. hope that this wasnt for free :((( | |
| Mar 27, 2015 at 17:24 | history | answered | Xi'an | CC BY-SA 3.0 |