18. Repeat the preceding investigation for a multivariate Nk(0, Ik) target density, p(x) exp(1 2x x),
Question:
18. Repeat the preceding investigation for a multivariate Nk(0, Ik) target density, p(x) ∝ exp(−1 2x
x), where x = (x1,...,xk). Now we wish to compare these three samplers:
Fantastic news! We've Found the answer you've been seeking!
Step by Step Answer:
Related Book For
Bayesian Methods For Data Analysis
ISBN: 9781584886976
3rd Edition
Authors: Bradley P. Carlin, Thomas A. Louis
Question Posted: