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A special type of Markov Chain Monte Carlo (MCMC) algorithm used to simulate from complex probability distributions. It is validated by Markov chain theory and offers a wide range of possible implementations.

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Metropolis Hastings Stuck in Local maxima

I've been running the metropolis hastings algorithm to infer some parameters. After running multiple chains, there are typically two places the chains get stuck in, one of which has a higher likelihoo …
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4 votes
1 answer
1k views

MCMC - one chain behaving differently

I'm using an adaptive MCMC (metropolis-hastings) scheme to infer some parameters. I've run 7 chains, each starting from a random point. 6 of the chains vaguely converge to the same area, but one of t …
user112495's user avatar
0 votes
1 answer
389 views

Discrete Proposal distribution MCMC

If you want to perform MCMC (Metropolis-Hastings) to infer discrete values, what are some proposal distributions you can use for this. I can't think of a way to extend the notion of a gaussian proposa …
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