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Timeline for RW Metropolis and ARMS fail

Current License: CC BY-SA 3.0

6 events
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Sep 28, 2016 at 10:07 comment added mscnvrsy I chose the proposal such that I get a rejection rate of roughly 40% per iteration.
Sep 27, 2016 at 8:14 comment added Xi'an Your proposal distribution requires a scale. How do you chose it?
Sep 6, 2016 at 9:34 comment added mscnvrsy I put a more detailed model description and information on the proposal distribution.
Sep 6, 2016 at 9:34 history edited mscnvrsy CC BY-SA 3.0
State-space model and parameter distributions, clarification of proposal distribution
Sep 6, 2016 at 9:19 comment added Daeyoung Is the Gamma distribution the true one? What is your proposal?
Sep 6, 2016 at 9:07 history asked mscnvrsy CC BY-SA 3.0