Timeline for For Metropolis-Hastings algorithm, should target density and proposal distribution have the same distribution?
Current License: CC BY-SA 3.0
10 events
| when toggle format | what | by | license | comment | |
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| Feb 25, 2016 at 9:00 | answer | added | Jorge Leitao | timeline score: 1 | |
| Feb 2, 2016 at 3:42 | answer | added | Jared Becksfort | timeline score: 3 | |
| Feb 1, 2016 at 23:23 | history | edited | gung - Reinstate Monica | CC BY-SA 3.0 |
edited for English
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| Feb 1, 2016 at 21:20 | review | Close votes | |||
| Feb 1, 2016 at 23:23 | |||||
| Feb 1, 2016 at 21:02 | comment | added | Xi'an | @muffin1974: even simulating correctly from a Gamma distribution (with which parameters?) would not work since the support of the Gamma distribution is $\mathbb{R}⁺$ not $\mathbb{R}⁺$. And the Metropolis-Hastings ratio is incorrect since missing the Gamma proposals. | |
| Feb 1, 2016 at 20:38 | history | edited | Xi'an |
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| Feb 1, 2016 at 20:38 | comment | added | Xi'an | Maybe you should consider investing more time on learning about those algorithms than just watching YouTube. If you reflect just a wee bit about your question, how could one suggest simulating from a distribution f to bypass simulating from a distribution f? | |
| Feb 1, 2016 at 17:20 | comment | added | Stefan Voigt | gamma(x(i)) does not sample from a gamma distributed random variable but computes the Gamma function of the value x(i). Consider using gamrnd() | |
| Feb 1, 2016 at 17:10 | review | First posts | |||
| Feb 1, 2016 at 17:18 | |||||
| Feb 1, 2016 at 17:08 | history | asked | Xia | CC BY-SA 3.0 |