6
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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 ...
- 27.1k
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}}...
- 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 ...
- 93.6k
1
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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 ...
- 21
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