Markov Chain Monte Carlo methods: Implementation and comparison
نویسندگان
چکیده
The paper and presentation will focus on MCMC methods, implemented together in MC2Pack, an ox package which allows you to run a range of sampling algorithm (MH, Gibbs, Griddy Gibbs, Adaptive Polar Importance Sampling, Adaptive Polar Sampling, and Adaptive Rejection Metropolis Sampling) on a given posterior. Computation of the marginal likelihood for the model is also done automatically, allowing for quick and thorough comparison of models and methods.
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