question about Gibbs sampling

Here is an email I got yesterday

Voila ma question: Comment programmer avec le Matlab la fonction de densité a posteriori (n’est pas de type connu qui égale au produit la fonction de vraisemblance et la densité de la loi a priori) pour calculer la valeur de cette fonction en un point theta=x (theta est le paramètre a estimer) en fixant les autres paramètres.

Here is my question: How to program with Matlab the posterior density function (which is not of a well-known type and which equals the product of the likelihood function by the prior density) for calculating the value of this function at a point theta = x (theta is the parameter estimate) while keeping the other parameters fixed.

which is a bit naïve, especially the Matlab part… I answered that the programming issue was kind of straightforward when the computation of both the prior density function and the likelihood function was feasible. (With Matlab or any other language.)

Leave a Reply

Fill in your details below or click an icon to log in: Logo

You are commenting using your account. Log Out /  Change )

Google photo

You are commenting using your Google account. Log Out /  Change )

Twitter picture

You are commenting using your Twitter account. Log Out /  Change )

Facebook photo

You are commenting using your Facebook account. Log Out /  Change )

Connecting to %s

This site uses Akismet to reduce spam. Learn how your comment data is processed.

%d bloggers like this: