0
votes
0answers
19 views

Initializing MCMC walkers with ambiguous direction (-/+)

I'm running a sampler program where there are observations given as sample data which are derived from an equal sized population of parameters that are converted to the observations using a known ...
0
votes
0answers
7 views

How can I calculate distribution of minima of sections of a continuous path (from a stochastic process)?

I have a long slab whose width is defined by a stochastic process, whose complete statistics I am aware of, say. I now cut it into smaller sections of uniform length, and calculate the minimum width ...
0
votes
0answers
23 views

propability of largest samples of repeated random divisions

I have a bunch of numbers $A_1=\{a_{1,1},\dots,a_{n,1}\in\mathbb R^+\}=\{1,\dots,1\}$, that get multiplied by independent uniformly $[0,1]$ distributed samples, e.g. $a_{i,2}=X_ia_{i,2}$. This process ...
1
vote
1answer
91 views

Why Gibbs sampling needn't “remixing”

I am generating $\mathbf{x}^{(1)}, \mathbf{x}^{(2)}, \dots, \mathbf{x}^{(n)}$ using Gibbs sampling methods. So I want $\mathbf{x}^{(1)}, \mathbf{x}^{(2)}, \dots, \mathbf{x}^{(n)} \sim$ some ...
1
vote
0answers
50 views

Gibbs / MCMC sampling for sum of parameters - how to improve slow mixing?

Suppose I have a hierarchical Bayesian model, where my observational prediction, $y'$, is calculated as the sum of other parameters, ${\alpha_i}$. My observation equation (the likelihood) is: $P(y | ...
1
vote
0answers
45 views

How to sample the walk which visits each vertex of a graph specific number of times?

Is there any MCMC mathod that allow me to uniformly sample from all feasible walks where the following restrictions apply: ...