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105 questions
4
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0
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153
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A simplified MCMC / MH algorithm. Are there known convergence results?
Hi, I hope this isn't too basic. We were working on a simulation using a Monte Carlo Within Metropolis algorithm and noticed that the whole thing could be expressed in the form below and simplified ...
- 241
0
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Two Different Representations of Multivariate Bernstein Polynomials
In the literature the multivariate Bernstein polynomial of a function $f:[0,1]^m\rightarrow\mathbb{R}$ is often defined as the following:
$$B_{f,n}(x_1,\dots,x_m)=\sum_{\mathbf{k}\in \{0,\dots,n\}^m}...
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18
votes
1
answer
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Applications of the Giry monad in probability and statistics
In another thread, I asked about the $M$ endofunctor on the category $\operatorname{Meas}$ of measurable spaces, which sends a space $X$ to its space of measures $M(X)$.
Will Sawin described the ...
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4
votes
1
answer
151
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Mean occurrences of letters in complete strings given by a Bernoulli scheme
Suppose one has an alphabet of $K$ letters, from which we draw sequentially letters; assume that the $n$-th letter occurs with a fixed probability $p_n$ independently of the others and of the previous ...
- 96.4k
4
votes
2
answers
258
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near independence of markov chain observations at high lags
I have to simulate independent draws from a very complicated distribution. They only feasible way appears to be using MCMC. I was considering running thousands of chains in parallel, but that would ...
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