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Re: rjmcmc
Posted:
Nov 24, 2012 3:11 PM
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"majeti dinesh" wrote in message
news:356ece8f-0b88-4a3d-88d2-b3bd23bab14b@googlegroups.com...
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.
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Given that clue, I found
http://en.wikipedia.org/wiki/Reversible-jump_Markov_chain_Monte_Carlo and
there are many other online pages to be found using an online search. You
might try
http://www1.imperial.ac.uk/resources/8b3cf549-039e-4f96-8bec-cab969a0695c/eph-2005-01.pdf
if you have not seen it, as it discusses some practical issues. Also
www.springerlink.com/index/w72n45j33w754g94.pdf seems on-topic.
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