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MCMC in practice MCMC in practice

MCMC in practice - PowerPoint Presentation

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Uploaded On 2018-01-02

MCMC in practice - PPT Presentation

Start collecting samples after the Markov chain has mixed How do you know if a chain has mixed or not In general you can never proof a chain has mixed But in may cases you can show that it has NOT If you fail to do so using several different methods you probably convinced yours ID: 618941

sample proposal chain chains proposal sample chains chain gibbs parameters distribution pick annealing samples mixed iterations step conflict variable num observations variables

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