The Stack Overflow podcast is back! Listen to an interview with our new CEO.
2 edited title
| link

MCMC on a restrictedbounded parameter space?

source | link

MCMC on a restricted 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 the restricted zone(which in my case is [0,1]^2), i.e. reuse transition function when the new transition falls out of restricted(constrained) area?