6 votes

I don't understand how doing Bayesian Inference using MCMC is not considered optimization?

Its probably best we do this with a concrete example. I'll generate a little problem in Stan and we can answer some of these together. Here is some code to set up the problem. We'll draw some ...
user avatar
1 vote
Accepted

Computing the Hastings ratio for multinomial distribution as a proposal distribution in Metropolis-Hastings accept-reject step

The ratio of proposal densities$$\dfrac{\text{dabsNorm}(N^{\textrm{prev}} \mid N^*, \sigma) }{\text{dabsNorm}(N^* \mid N^{\textrm{prev}}, \sigma)}\times \dfrac{\text{dmultinom} \left( M^{\textrm{prev}}...
user avatar
  • 93.6k
1 vote

How to find the probability of a number being the mean of a normal distribution given a sample and SD?

Here is the full excerpt in a description of the Metropolis-Hastings algorithm (p.144), when contemplating a move from [current] $\mu=110$ to [proposed] $\mu=108$: Compare the height of the posterior ...
user avatar
  • 93.6k
1 vote

Best way to combine MCMC inference with multiple imputation?

(Thanks for the reminder! The answer has been revised to focus more on the originally posted question) I think the paper by Zhou, as recommended above by @Björn, specifically discussed about Bayesian ...
user avatar
  • 21

Only top scored, non community-wiki answers of a minimum length are eligible