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Given a set of bivariate data (x, y), to impute a value of y corresponding to some value of x at which there is no measurement of y is called interpolation, if the value of x is within the range of the measured values of x.

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Sampling an interpolated model with MCMC

Calculating models on the fly is slow, so I've tried using a MCMC simulation where the function call is an interpolation in a grid of pre-calculated output, rather than the actual output for a given set … My gut instinct is that the results of the MCMC calculation are as reliable as the interpolation scheme but I'm not sure if there are any formal breakdowns in the subtle details of the chains. …
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