Tag: mcmc

204 How would you explain Markov Chain Monte Carlo (MCMC) to a layperson? 2010-07-19T23:21:05.320

27 Examples of errors in MCMC algorithms 2012-06-19T11:30:21.163

25 What is the best method for checking convergence in MCMC? 2010-07-22T13:40:30.237

24 Good sources for learning Markov chain Monte Carlo (MCMC) 2011-01-02T03:16:43.820

24 What is the difference between Metropolis Hastings, Gibbs, Importance, and Rejection sampling? 2015-12-08T06:54:50.367

21 Residual diagnostics in MCMC -based regression models 2012-06-11T13:46:33.007

21 What are some well known improvements over textbook MCMC algorithms that people use for bayesian inference? 2012-12-26T17:55:02.343

19 C++ libraries for statistical computing 2011-02-18T02:40:12.390

18 Metropolis-Hastings algorithms used in practice 2010-09-03T15:02:58.163

18 Gibbs sampling versus general MH-MCMC 2014-06-26T06:08:18.970

18 Variational inference versus MCMC: when to choose one over the other? 2017-04-04T16:35:25.430

17 Can Machine Learning or Deep Learning algorithms be utilised to "improve" the sampling process of a MCMC technique? 2016-07-18T13:40:53.290

17 Can adaptive MCMC be trusted? 2016-08-08T01:51:40.443

16 Computation of the marginal likelihood from MCMC samples 2016-04-28T13:57:48.330

15 Why should we care about rapid mixing in MCMC chains? 2012-01-01T03:08:26.117

14 Is there a standard method to deal with label switching problem in MCMC estimation of mixture models? 2010-07-19T22:37:38.013

14 Where do the full conditionals come from in Gibbs sampling? 2010-11-04T04:35:38.390

14 Confused with MCMC Metropolis-Hastings variations: Random-Walk, Non-Random-Walk, Independent, Metropolis 2013-07-18T06:53:11.527

14 Does the Gibbs Sampling algorithm guarantee detailed balance? 2014-10-09T14:31:36.977

13 Hit and run MCMC 2010-12-02T10:31:27.627

13 Can I change the proposal distribution in random-walk MH MCMC without affecting Markovianity? 2011-02-16T10:20:43.147

13 What MCMC algorithms/techniques are used for discrete parameters? 2011-03-21T15:51:51.340

13 Understanding Metropolis-Hastings with asymmetric proposal distribution 2013-07-14T13:54:42.327

13 A practical example for MCMC 2013-07-21T22:27:42.550

13 MCMC on a bounded parameter space? 2013-10-27T20:07:02.930

13 Dirichlet Processes for clustering: how to deal with labels? 2015-01-27T17:39:46.257

13 Sampling from an Improper Distribution (using MCMC and otherwise) 2016-05-10T22:27:57.700

12 Can I semi-automate MCMC convergence diagnostics to set the burn-in length? 2010-11-05T21:17:42.250

12 Reversible jump MCMC code (Matlab or R) 2010-11-08T18:58:46.730

12 MCMC converging to a single value? 2011-06-13T16:41:55.423

12 Good summaries (reviews, books) on various applications of Markov chain Monte Carlo (MCMC)? 2012-07-15T12:53:06.023

12 MCMC Geweke diagnostic 2012-08-14T14:53:05.863

12 AR(1) process with heteroscedastic measurement errors 2013-08-17T16:11:43.970

12 Confusion over lmer and p-values: how do p-values from memisc package compare to the MCMC ones? 2013-09-02T19:19:44.027

12 Gelman and Rubin convergence diagnostic, how to generalise to work with vectors? 2014-05-20T12:00:20.397

12 How to interpret autocorrelation plot in MCMC 2014-10-13T12:49:52.720

12 When is MCMC useful? 2015-02-10T17:47:11.853

12 How do ABC and MCMC differ in their applications? 2016-05-26T06:00:46.783

12 Reliability of Mode from an MCMC sample 2017-02-01T10:43:13.850

12 Why does the redundant mean parameterization speed up Gibbs MCMC? 2017-08-06T00:38:41.390

11 Is there a standard technique to debug MCMC programs? 2010-07-22T18:25:54.250

11 How can I optimise computational efficiency when fitting a complex model to a large data set repeatedly? 2012-06-22T14:51:02.430

11 Hamiltonian Monte Carlo and discrete parameter spaces 2013-09-19T12:46:09.713

11 When should I be worried about the Jeffreys-Lindley paradox in Bayesian model choice? 2015-04-21T13:16:55.220

11 What is the connection between Markov chain and Markov chain monte carlo 2015-08-31T15:37:13.017

11 Predictions from BSTS model (in R) are failing completely 2016-04-26T16:38:24.007

11 MCMC; Can we be sure that we have a ''pure'' and ''large enough'' sample from the posterior? How can it work if we are not? 2016-09-04T08:25:25.020

11 Basic references on MCMC for Bayesian Statistics 2017-01-15T02:20:44.090

11 Understanding MCMC: what would the alternative be? 2017-11-06T15:06:33.920

10 Estimating parameters of a dynamic linear model 2010-11-29T07:43:32.537

10 Generate random multivariate values from empirical data 2010-12-24T10:35:28.497

10 Understanding MCMC and the Metropolis-Hastings algorithm 2013-04-21T08:02:51.613

10 Does a MCMC fulfilling detailed balance yields a stationary distribution? 2013-08-09T14:39:30.900

10 Hamiltonian monte carlo 2016-05-28T13:35:12.480

10 When would one use Gibbs sampling instead of Metropolis-Hastings? 2016-11-06T22:32:03.497

10 Hamiltonian Monte Carlo vs. Sequential Monte Carlo 2017-03-03T10:07:00.930

10 Why are there recommendations against using Jeffreys or entropy based priors for MCMC samplers? 2018-02-25T07:31:37.143

9 Using MCMC to evaluate the expected value of a high-dimensional function 2011-03-17T06:41:46.460

9 Acceptance rates for Metropolis-Hastings with uniform candidate distribution 2011-06-21T04:48:14.703

9 MCMC sampling of decision tree space vs. random forest 2011-08-24T19:25:47.463

9 Does standardising independent variables reduce collinearity? 2011-10-08T15:03:49.973

9 Creating a maximum entropy Markov model from an existing multi-input maximum entropy classifier 2012-02-07T22:55:31.807

9 Textbook deriving Metropolis-Hastings and Gibbs Sampling 2012-08-07T03:29:51.650

9 Winbugs and other MCMC without information for prior distribution 2012-10-14T15:16:55.793

9 Effective Sample Size for posterior inference from MCMC sampling 2013-02-08T08:54:24.697

9 Can MCMC iterations after burn in be used for density estimation? 2014-03-28T12:27:07.520

9 Metropolis Hastings algorithm 2014-05-31T22:01:35.800

9 Is Markov chain based sampling the "best" for Monte Carlo sampling? Are there alternative schemes available? 2015-01-06T19:31:46.537

9 Managing high autocorrelation in MCMC 2015-07-23T14:35:10.983

9 How to sample from discrete distribution on the non-negative integers? 2015-12-30T12:58:08.860

9 Performance benchmarks for MCMC 2016-03-30T15:12:02.310

9 Doing MCMC: use jags/stan or implement it myself 2016-09-14T04:16:32.710

9 Is there a Monte Carlo/MCMC sampler implemented which can deal with isolated local maxima of posterior distribution? 2016-09-20T09:04:41.043

8 Given a 10D MCMC chain, how can I determine its posterior mode(s) in R? 2010-10-05T04:00:11.767

8 Censoring/Truncation in JAGS 2011-02-04T02:47:18.727

8 Parameters without defined priors in Stan 2012-09-19T18:44:12.257

8 MCMC and data augmentation 2012-11-13T12:58:02.167

8 PyMC beginner: how to actually sample from the fitted model 2013-04-28T16:45:27.933

8 Hierarchical Bayesian analysis on difference of proportions 2013-08-28T17:36:22.083

8 Why is the Dirichlet Process unsuitable for applications in Bayesian nonparametrics? 2013-10-19T23:54:06.537

8 MCMC methods - burning samples? 2014-03-05T01:48:14.297

8 Gibbs sampling for Ising model 2014-04-23T01:16:38.087

8 Can I subsample a large dataset at every MCMC iteration? 2014-05-30T10:55:52.113

8 Why is it desirable to have low auto-correlation in MCMC? 2014-08-01T13:02:37.180

8 MCMC/EM limitations? MCMC over EM? 2015-03-26T06:27:27.430

8 Markov chain Monte Carlo (MCMC) for Maximum Likelihood Estimation (MLE) 2016-04-26T16:10:34.720

8 Strange likelihood trace from MCMC chain 2016-06-14T14:41:40.137

8 When approximating a posterior using MCMC, why don't we save the posterior probabilities but use the parameter value frequencies afterwards? 2016-09-01T09:43:50.163

8 Why Hamiltonian dynamics is better than random walk proposal in MCMC in some cases? 2017-02-13T04:47:02.453

8 Ways of accelerating MCMC 2017-05-25T08:58:13.153

7 Measures of autocorrelation in categorical values of a Markov Chain? 2011-05-14T07:58:36.470

7 Calculating 2D Confidence Regions from MCMC Samples 2011-07-06T18:53:08.730

7 Gibbs sampling for a simple linear model -- need help with the likelihood function 2011-08-12T15:38:29.200

7 Modelling a mixed model in JAGS/BUGS 2012-12-10T19:59:34.977

7 Elementary MCMC pseudocode 2013-01-10T20:01:00.187

7 Metropolis Sampling and invalid states 2013-03-10T02:10:18.697

7 Given that one can sample $X \sim f(x)$, is there an easy way to sample $Y \sim k \cdot f(g(y))$ (such as $k \cdot f(e^y)$)? 2013-04-14T01:58:07.310

7 (interacting) MCMC for multimodal posterior 2013-06-07T14:16:49.077

7 In MCMC, how is burn-in time chosen? 2013-07-25T23:45:23.467