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Results tagged with markov-chain-montecarlo
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user 35826
Markov Chain Monte Carlo (MCMC) refers to a class of simulation methods for generating samples from a complex target distribution by generating random numbers from a Markov Chain whose stationary distribution is the target distribution. MCMC methods are typically used when more direct methods for random number generation (e.g. inversion method) are infeasible. The very first MCMC method was the Metropolis (et al.) algorithm, later expanded by Hastings.
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Formal statistical test for comparing likelihood distributions obtained via MCMC
I am trying to formally compare the distribution of the likelihood values generated using two different models with marginal posterior values of the parameters obtained using MCMC in order to assess …
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