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	<title>Comments on: MCMC with mutually singular distributions</title>
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	<link>http://xianblog.wordpress.com/2009/03/19/mcmc-with-mutually-singular-distributions/</link>
	<description>an attempt at bloggin, from scratch...</description>
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		<title>By: Heartburn Home Remedy</title>
		<link>http://xianblog.wordpress.com/2009/03/19/mcmc-with-mutually-singular-distributions/comment-page-1/#comment-300</link>
		<dc:creator><![CDATA[Heartburn Home Remedy]]></dc:creator>
		<pubDate>Wed, 15 Apr 2009 11:27:35 +0000</pubDate>
		<guid isPermaLink="false">http://xianblog.wordpress.com/?p=1084#comment-300</guid>
		<description><![CDATA[The topic is quite hot on the Internet at the moment. What do you pay the most attention to when choosing what to write  ?]]></description>
		<content:encoded><![CDATA[<p>The topic is quite hot on the Internet at the moment. What do you pay the most attention to when choosing what to write  ?</p>
]]></content:encoded>
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		<title>By: MCMC with mutually singular distributions (2) &#171; Xi&#8217;an&#8217;s Og</title>
		<link>http://xianblog.wordpress.com/2009/03/19/mcmc-with-mutually-singular-distributions/comment-page-1/#comment-227</link>
		<dc:creator><![CDATA[MCMC with mutually singular distributions (2) &#171; Xi&#8217;an&#8217;s Og]]></dc:creator>
		<pubDate>Tue, 31 Mar 2009 05:11:23 +0000</pubDate>
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		<description><![CDATA[[...] with mutually singular distributions&#160;(2)  In connection with questions I had posted earlier about the interesting paper of Raphael Gottardo and Adrian Raftery, I got several emails [...]]]></description>
		<content:encoded><![CDATA[<p>[...] with mutually singular distributions&nbsp;(2)  In connection with questions I had posted earlier about the interesting paper of Raphael Gottardo and Adrian Raftery, I got several emails [...]</p>
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		<title>By: Raphael Gottardo</title>
		<link>http://xianblog.wordpress.com/2009/03/19/mcmc-with-mutually-singular-distributions/comment-page-1/#comment-225</link>
		<dc:creator><![CDATA[Raphael Gottardo]]></dc:creator>
		<pubDate>Mon, 30 Mar 2009 21:27:53 +0000</pubDate>
		<guid isPermaLink="false">http://xianblog.wordpress.com/?p=1084#comment-225</guid>
		<description><![CDATA[Salut Xian,

I told you I was going to post something so here it is, and sorry for the delay. As I said to you via email, you are not restricted to a proposal that is dominated by $\nu$. You could combine several moves with different proposals, not all dominated by $\nu$. This said, at least one of your proposals must be dominated by $\nu$ for the chain to be irreducible. You need to make sure that you have a positive prob. to visit all of the singular components (e.g. models). This is very similar to the within and between model moves in RJ-MCMC. In a sense, the between model proposal needs to be dominated by $\nu$. This is illustrated in the paper in several examples.  Though, I agree that it may not have been terribly clear. For example, if you look at the paper, we have what we call the component-wise Gibbs, and the Gibbs. The component-wise Gibbs is a move that is not dominated by $\nu$ whereas the Gibbs is. 

Anyway, I&#039;d be happy to post more to clarify some more things if needed. I enjoy your blog, so please keep it up. I have added a link in the ISBA bulletin. 

Cheers,

Raphael]]></description>
		<content:encoded><![CDATA[<p>Salut Xian,</p>
<p>I told you I was going to post something so here it is, and sorry for the delay. As I said to you via email, you are not restricted to a proposal that is dominated by $\nu$. You could combine several moves with different proposals, not all dominated by $\nu$. This said, at least one of your proposals must be dominated by $\nu$ for the chain to be irreducible. You need to make sure that you have a positive prob. to visit all of the singular components (e.g. models). This is very similar to the within and between model moves in RJ-MCMC. In a sense, the between model proposal needs to be dominated by $\nu$. This is illustrated in the paper in several examples.  Though, I agree that it may not have been terribly clear. For example, if you look at the paper, we have what we call the component-wise Gibbs, and the Gibbs. The component-wise Gibbs is a move that is not dominated by $\nu$ whereas the Gibbs is. </p>
<p>Anyway, I&#8217;d be happy to post more to clarify some more things if needed. I enjoy your blog, so please keep it up. I have added a link in the ISBA bulletin. </p>
<p>Cheers,</p>
<p>Raphael</p>
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