Implement the Gibbs sampler for the mixture model. Compute (hat{R}) and the autocorrelation of the component means
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Implement the Gibbs sampler for the mixture model. Compute \(\hat{R}\) and the autocorrelation of the component means \(\mu_{k}\). How many samples are required for convergence? How much should the samples be thinned?
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Related Book For
A First Course In Machine Learning
ISBN: 9781498738484
2nd Edition
Authors: Simon Rogers , Mark Girolam
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