An X validated discussion that toed-and-froed about an incomprehension of the Metropolis-Hastings algorithm. Which started with a blame of George Casella‘s and Roger Berger’s Statistical Inference (p.254), when the real issue was the inquisitor having difficulties with the notation V ~ f(v), or the notion of random variable [generation], mistaking identically distributed with identical. Even (me) crawling from one iteration to the next did not help at the beginning. Another illustration of the strong tendency on this forum to jettison fundamental prerequisites…
Archive for Cabourg
Metropolis gets off the ground
Posted in Books, Kids, Statistics with tags Cabourg, cross validated, forum, independent Metropolis-Hastings algorithm, prerequisites, random variable, restaurant, Wilfred Keith Hastings on April 1, 2019 by xi'ana bar for MCMC algorithms [jatp]
Posted in pictures, Travel, Wines with tags bar, Cabourg, France, Hastings, jatp, Normandy, weekend, wine bar on June 8, 2017 by xi'an
snapshot from Cabourg [jatp]
Posted in pictures, Travel with tags Cabourg, jatp, Marcel Proust, Normandie, resort on June 1, 2017 by xi'an
Xi'an's Og 