Timeline for Law of the sum of order statistics through MCMC
Current License: CC BY-SA 2.5
5 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Aug 3, 2010 at 13:45 | comment | added | The Bridge | You are right Robin, I just wanted to "challenge" the method in a practical case where I know how to sample the distribution in a straithforward way. | |
| Jul 27, 2010 at 17:44 | comment | added | robin girard | @Bridge with p=40 you can simulate everything easely using R, and you won't need MCMC. | |
| Jul 27, 2010 at 15:56 | comment | added | The Bridge | Hi Robin, The number $P$ is something like 40,and k around 5, I have no trouble generating a 40-dim Gaussian vector but I wanted to check is there was a faster way to do thing. I am as a matter of fact considering the use ACP first and then make low dimensional approximation of $S_{(k)}$, but as MCMC seems to be the "big thing" right now I was just curious to know if this method was applicable here with succes (i.e. with a fast convergence) Regards | |
| Jul 27, 2010 at 15:17 | comment | added | robin girard | What is the dimension p that causes you so much trouble for generating a guassian random variable ? | |
| Jul 27, 2010 at 14:24 | history | asked | The Bridge | CC BY-SA 2.5 |