0
$\begingroup$

We have a probabilistic model with two parameters, $\theta$ and $\eta$, both of which are uniformly distributed between 0 and 1. The model has five possible outcomes, and the probability of each outcome is given by:

$$P(y=i|\theta,\eta) = \begin{cases} \theta/4 + 1/8, & i=1 \\ \theta/4, & i=2 \\ \eta/4, & i=3 \\ \eta/4 + 3/8, & i=4 \\ 1/2*(1-\eta-\theta), & i=5 \end{cases}$$

We have observed 22 trials of the experiment, and the number of times each outcome occurred is given by the vector $\mathbf{y} = (14, 1, 1, 1, 5)$. Our goal is to use Gibbs sampling to estimate the values of $\theta$ and $\eta$ that are most likely to have generated the observed data.

The original idea is to assume that the parameters fllow the Dirichlet distribution, so the posterior distribution also has a Dirichlet distribution, but when calculating the conditional distribution of parameter $\theta$ with respect to parameter $\eta$ and $y$, $f(\theta | \eta,\mathbf{y})$,it encounters difficulties, and naturally it is impossible to perform sampling updates.Any help from you is greatly appreciated.

$\endgroup$
1
  • $\begingroup$ Since$$1-\eta-\theta\ge0$$this means $\theta$ and $\eta$ cannot be uniformly generated. $\endgroup$
    – Xi'an
    Aug 29 at 20:28

0

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service and acknowledge that you have read and understand our privacy policy and code of conduct.

Browse other questions tagged or ask your own question.