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Re: rjmcmc
Posted:
Nov 24, 2012 11:05 AM


It is a method to samples from a posterior distribution. I am applying it to a gaussian mixture. I am sampling the mixture parameters and weights and the number of mixtures using this method. The sampling is done using the Metropolis method. To accept a move, we need to compute the probability of accepting it. This value is becoming very large negative value for me.



