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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...
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>
>
> It is a method to samples from a posterior distribution. I am applying it to
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> a gaussian mixture. I am sampling the mixture parameters and weights and the
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> number of mixtures using this method. The sampling is done using the
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> Metropolis method. To accept a move, we need to compute the probability of
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> accepting it. This value is becoming very large negative value for me.
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>
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> -----------------------------------------------------------
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>
>
> Given that clue, I found
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> http://en.wikipedia.org/wiki/Reversible-jump_Markov_chain_Monte_Carlo and
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> there are many other online pages to be found using an online search. You
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> might try
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> http://www1.imperial.ac.uk/resources/8b3cf549-039e-4f96-8bec-cab969a0695c/eph-2005-01.pdf
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> if you have not seen it, as it discusses some practical issues. Also
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> www.springerlink.com/index/w72n45j33w754g94.pdf seems on-topic.
thank you very much
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