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

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David Jones

Posts: 77
Registered: 2/9/12
Re: rjmcmc
Posted: Nov 24, 2012 3:11 PM
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"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
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
if you have not seen it, as it discusses some practical issues. Also
www.springerlink.com/index/w72n45j33w754g94.pdf 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

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