# Questions tagged [auxiliary-variable]

The tag has no usage guidance.

9 questions
Filter by
Sorted by
Tagged with
11 views

### Auxiliary variables for imputation in survey data

I have a situation where I have a survey that contains two parts, everyone answers all of the questions on the first part, and a sample (10 percent) of the people are selected to answer some further ...
259 views

### Why do we draw parameters to draw from a marginal distribution that does not contain the parameters?

I'm sure this is dreadfully simple to everyone who sees it, but I'm completely lost. From what I've read, I think this concept must be so fundamental to Bayesian statistics that no one bothers to ...
55 views

226 views

### Does the Auxiliary Particle Filter not ordinarily yield estimates for $p(y_t|y_{1:t-1})$

Background Say you're implementing basic importance sampling. To approximate a distribution $p(x)$, you utilize an importance density $q(x)$ that you can sample from. Also, assume that you can only ...
This question is from Robert Hogg's Introduction to Mathematical Statistic 6th version exercise 8.5.2 page 461. The question is: Let $X_1, X_2,...,X_{10}$ be a random sample of size 10 from a Poisson ...
I have a joint distribution $p(a,b)$ that I obtained through numerical integration- that is, I don't have a formula for $p(a,b)$ but a bunch of samples drawn from this joint distribution. I would ...