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0xbadf00d
  • Member for 6 years, 3 months
  • Last seen more than a month ago
  • Germany
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question
8
Optimal scaling of the Random Walk Metroplis-Hastings algorithm and the speed measure of the limiting diffusion
Dec 16, 2018
question
7
How can we verify the intuition that in the RW-Metropolis-Hastings algorithm with Gaussian proposal too small and too large variances are bad choices
Mar 6, 2019
question
7
Keeping track of the variance of a Metropolis-Hastings estimator
Dec 22, 2019
question
7
Using all Metropolis-Hastings proposals to estimate an integral
Oct 14, 2019
question
6
How does the celebrated result about the diffusion limit of the Random Walk Metroplis-Hastings algorithm help us to find the optimal scaling
Feb 27, 2019
question
6
How does Rao-Blackwellization of the Metropolis-Hastings algorithm work?
Jun 14, 2023
question
5
Book recomendation introducing multilevel models for a pure mathematician
Jul 13, 2020
question
5
If we have sampled a Brownian motion at $t_i$, how can we get samples at the midpoints of $[t_{i-1},t_i]$ using a Brownian bridge?
Dec 16, 2022
question
5
How can we numerically compute the autocorrelation of a sample from a Markov chain generated by the Metropolis-Hastings algorithm?
Mar 2, 2019
question
5
Estimate the asymptotic efficiency of a Markov chain sampling by the method of batching
Mar 13, 2019
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722
Regex Match all characters between two strings
138
Is sizeof(bool) defined in the C++ language standard?
47
What is "white noise" and how is it related to the Brownian motion?
46
Do non-static member variables in a C++ struct/class need to be marked as volatile to be treated as volatile in a member function?
38
C++ typedef member function signature syntax