The Math Forum

Search All of the Math Forum:

Views expressed in these public forums are not endorsed by NCTM or The Math Forum.

Math Forum » Discussions » sci.math.* » sci.stat.math

Notice: We are no longer accepting new posts, but the forums will continue to be readable.

Topic: rjmcmc
Replies: 4   Last Post: Nov 26, 2012 9:57 AM

Advanced Search

Back to Topic List Back to Topic List Jump to Tree View Jump to Tree View   Messages: [ Previous | Next ]
David Jones

Posts: 80
Registered: 2/9/12
Re: rjmcmc
Posted: Nov 24, 2012 3:11 PM
  Click to see the message monospaced in plain text Plain Text   Click to reply to this topic Reply

"majeti dinesh" wrote in message

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.


Given that clue, I found and
there are many other online pages to be found using an online search. You
might try
if you have not seen it, as it discusses some practical issues. Also seems on-topic.

Date Subject Author
Read rjmcmc
majeti dinesh
Read Re: rjmcmc
David Jones
Read Re: rjmcmc
majeti dinesh
Read Re: rjmcmc
David Jones
Read Re: rjmcmc
majeti dinesh

Point your RSS reader here for a feed of the latest messages in this topic.

[Privacy Policy] [Terms of Use]

© The Math Forum at NCTM 1994-2018. All Rights Reserved.