MCMC is achieved by;
1)Starting at a random parameter value (old)
2)Choose a new parameter value which is close to the old value (current) based on some probability density and that is called future function (new)
3)hop to this new point with a probability p(new)/p(old), where p is the target function, p>1.
https://github.com/florianhartig/LearningBayes/blob/master/CommentedCode/02-Samplers/MCMC/Convergence.md
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