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How to choose a constant for reject sampling
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More generally a principle to choose $M$ is $$\inf_{\theta\in\Theta}\sup_{x\in\mathbb{R}}\frac{f(x)}{g_\theta(x)}$$ where $f$ is the normalized target and $g_\theta$ is the proposal density. As an ...

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What does pooled variance "actually" mean?
1 votes

The problem is if you just concatenate the samples and estimate its variance you're assuming they're from the same distribution therefore have the same mean. But we are in general interested in ...

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