3 votes

What is the correct implementation of MCMC

You've specified a class of MCMC algorithms referred to as Metropolis-Hastings. With these algorithms, choosing the proposal distribution is the key question when specializing the algorithm. Under ...
Cliff AB's user avatar
  • 20.1k
2 votes

Is it possible to merge credible intervals from different Bayesian prediction models into a single estimate?

Here is one way to think about problems of this sort. This approach may or may not be directly applicable to your case, in part depending on whether the assumptions are reasonable for your case. ...
mef's user avatar
  • 3,226
1 vote

BVAR model: Draws and Burn-In?

In a Bayesian model, we are often mainly interested in the posterior distribution, as it describes our knowledge about the parameters of interest given our priors and after having seen the data. Now, ...
Christoph Hanck's user avatar

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