18. Repeat the preceding investigation for a multivariate Nk(0, Ik) target density, p(x) exp(1 2x x),

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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:

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Bayesian Methods For Data Analysis

ISBN: 9781584886976

3rd Edition

Authors: Bradley P. Carlin, Thomas A. Louis

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