All Questions
1 question
4
votes
1
answer
1k
views
marginal conditional distribution from MCMC output [duplicate]
I have a MCMC sampler that targets $$\mathbb{P}(U_1,U_2,...U_n \mid G(U) \leq 0)$$ where $U=(U_1,U_2,...U_n)^T$. I realize now I am more interested in estimating the conditional density $$p_k = p(u_k \...
- 105