Timeline for Simultaneous multiple perturbations in Markov chain Monte Carlo
Current License: CC BY-SA 3.0
6 events
| when toggle format | what | by | license | comment | |
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| Jul 9, 2014 at 12:27 | comment | added | Francesco | @fedja I expanded question 2 trying to be more detailed. How can I compute the "total probability that the constraint is satisfied in the unconstrained model"? It's not so straightforward to me, sorry. | |
| Jul 9, 2014 at 12:25 | history | edited | Francesco | CC BY-SA 3.0 |
expanded question 2) to make it more clear
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| Jul 9, 2014 at 11:39 | comment | added | fedja | With constraints, all you need to do is to use conditional probabilities instead of full ones, so the "normal proposal" just gets divided by the total probability that the constraint is satisfied in the unconstrained model (I agree that the computation of this one may be ugly...). | |
| Jul 9, 2014 at 11:33 | comment | added | fedja | What's wrong with using vectors and density matrices/their determinants (inverse to correlation matrices) instead of numbers in the same very formula for $q(v'|v)$ you wrote? It does not look like the multivariate normal distribution is any different from the univariate one for your question unless you swept something subtle under the rug. | |
| Jul 9, 2014 at 8:46 | review | First posts | |||
| Jul 9, 2014 at 8:47 | |||||
| Jul 9, 2014 at 8:29 | history | asked | Francesco | CC BY-SA 3.0 |