I have two graphical models that have significant overlap in the random variables they are modeling. Is it possible to use samples from one graphical model to avoid sampling as much from the other graphical model?
As an example can I use samples from an empirical bayes approach in estimating the distribution in a full bayesian treatment? That is can similar models pool their samples?
If this is possible? Does this procedure allow me to use less samples when trying to simulate the full bayesian treatment? Has this been proved in a paper?