Changes between Version 4 and Version 5 of UWSummerStatsWorkshop

Timestamp:

Jul 21, 2015, 11:34:50 AM (9 years ago)

Author:

iovercast

Comment:

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UWSummerStatsWorkshop

@@ -50 +50 @@
   * 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)
+ * Multidimentional MCMC
+  * component-wise mcmc/gibbs sampling
+ * Genotype freq. and inbreeding
+ * Simple component-wise M-H sampling
+  * propose-sample/reject each parameter individually
+ * Gibbs sampling (Full conditional distribution)
+  * Latent variables - missing data models. What data would you need in order to make it really easy to solve the problem? 
+  * Distribution conditional on fixed state of all other parameters
+  * Gibb sampling is a special case of component-wise M-H sampling, conditional on all other parameters
+ * Wrap-up
+  * MCMC almost always proposes small changes to subsets of the variables
+  * Detailed balance, irreducible chain, latent variables
 
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