Dear Sir, I am unable to understand…

Here is an email I received a few days ago, similar to many other emails I/we receive on a regular basis:

I am working on Markov Chain Monte Carlo methods as part of my Masters project. I have to estimate mean, variance from a Gaussian mixture using metropolis method.  I came across your paper ‘Bayesian Modelling and Inference on Mixtures of Distributions’. I am unable to understand how to obtain the new sample for mean, variance etc… I am using uniform distribution as proposal distribution. Should it be random numbers for the proposal distribution.
I have been working and trying to understand this for a long time. I would be grateful for any help.

While I felt sorry for the Master student, I consider it is the responsibility of his/her advisor to give her/him the proper directions for understanding the paper. (Given the contents of the email, it sounds as if the student would require proper training in both Bayesian statistics [uniform priors on unbounded parameters?] and simulation [the question about random numbers does not make sense]…) This is what I replied to the student, hopefully in a positive tone.

Leave a Reply

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

WordPress.com Logo

You are commenting using your WordPress.com 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.