Timeline for Random Walk Metropolis: acceptance probability with truncated normal proposal
Current License: CC BY-SA 4.0
10 events
when toggle format | what | by | license | comment | |
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Apr 17, 2021 at 10:51 | vote | accept | Giorgetto | ||
Mar 4, 2021 at 23:31 | vote | accept | Giorgetto | ||
Apr 17, 2021 at 10:51 | |||||
Mar 4, 2021 at 15:33 | history | edited | Xi'an | CC BY-SA 4.0 |
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Mar 4, 2021 at 15:21 | comment | added | Xi'an | It is not the ratio of a density and of a cdf, rather the ratio of a density in $\theta^\prime$ and of a constant that happens to depend on $\theta$. Integrate in $\theta^\prime$ to show it has a mass equal to $1$.. | |
Mar 4, 2021 at 14:49 | comment | added | Giorgetto | Could you please show it or at least give me a reference on this. Why do I get the ratio of a pdf and a cdf? Thanks | |
Mar 4, 2021 at 14:44 | history | edited | Xi'an | CC BY-SA 4.0 |
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Mar 4, 2021 at 14:39 | comment | added | Xi'an | A truncated Normal is a Normal density restricted to a subset like $[2,\infty)$ hence requiring renormalising to integrate to one over that very subset. | |
Mar 4, 2021 at 14:32 | comment | added | Giorgetto | How did you derive the expressions for $q(\theta|\theta')$ and $q(\theta'|\theta)$? Maybe is simple but I am asking exactly that. | |
Mar 4, 2021 at 14:25 | history | edited | Xi'an | CC BY-SA 4.0 |
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Mar 4, 2021 at 14:04 | history | answered | Xi'an | CC BY-SA 4.0 |