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Applied and theoretical statistics: e.g. statistical inference, regression, time series, multivariate analysis, data analysis, Markov chain Monte Carlo, design of experiments.

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Which proposal distribution should be used in this particular case of the Metropolis-Hasting...

As part of my research, I would like to apply the Metropolis-Hastings in order to sample from some posterior distribution. More precisely, the data comes from a multivariate normal distribution in the …
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