Changes between Version 3 and Version 4 of UWSummerStatsWorkshop

Timestamp:

Jul 20, 2015, 6:03:55 PM (9 years ago)

Author:

iovercast

Comment:

--

UWSummerStatsWorkshop

@@ -40 +40 @@
  * Metropolis-Hastincs Algorithm
   * Take state i, propose state j, accept the proposed move with probability min {1, some probability Hastings ratio}
-  * f(j)/f(i) x q(i|j)/q(j|i)
+  * '''Hastings ratio:''' f(j)/f(i) x q(i|j)/q(j|i)
    * Ratio of target densites x ratio of proposal densities
+   * Symmetric proposal transition matrices will cancel the right half of the equation.
   * f(j) is more likely then it increases probablity
+* Monday PM
+ * easyMCMC in R
+  * Sticky chains: Big SD too few accepted changes, very small SD = too many accepted changes. 
+  * In complex problems, acceptance rate should be ~1%
+  * Higher dimension problems should ~= lower acceptance rate (should propose more dramatic moves, since explored space is more complex)
+  * Multi-modal target (need mcmc sd wide enough to traverse all modes)
 
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