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

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majeti dinesh

Posts: 32
Registered: 9/25/12
Re: rjmcmc
Posted: Nov 26, 2012 9:57 AM
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On Sunday, November 25, 2012 1:41:43 AM UTC+5:30, David Jones wrote:
> "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.
>
>
>
> -----------------------------------------------------------
>
>
>
> 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.


thank you very much


Date Subject Author
11/20/12
Read rjmcmc
majeti dinesh
11/21/12
Read Re: rjmcmc
David Jones
11/24/12
Read Re: rjmcmc
majeti dinesh
11/24/12
Read Re: rjmcmc
David Jones
11/26/12
Read Re: rjmcmc
majeti dinesh

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