Xi'an's Og

Over the weekend, I came across a X validated question asking for clarification about our 2012 Vanilla Rao-Blackwellisation paper with Randal. Question written in a somewhat formal style that made our work difficult to recognise… At least for yours truly.

Interestingly this led another (major) contributor to X validation to work out an uncompleted illustration as attached, when the target distribution is (1-x)². It seems strange to me that the basics of the method proves such a difficulty to fathom, given that it is a simple integration of the (actual and virtual) uniforms…. The point of the OP that the improvement brought by Rao-Blackwellisation is only conditional on the accepted values is correct, though.

This entry was posted on December 18, 2023 at 12:23 am and is filed under Books, Kids, Statistics, University life with tags Cross Validation, Markov chains, MCMC, Metropolis-Hastings algorithm, Rao-Blackwellisation. You can follow any responses to this entry through the RSS 2.0 feed. You can leave a response, or trackback from your own site.