16.8 Consider a Monte Carlo Markov chain constructed with a Metropolis Hastings algorithm, using uniform prior and
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16.8 Consider a Monte Carlo Markov chain constructed with a Metropolis–
Hastings algorithm, using uniform prior and proposal distribution. At a given iteration, the chain is at the point of maximum likelihood or, equivalently,minimum
2. Calculate the probability of acceptance of a candidate that has, respectively,
2 D 1, 2, and 10.
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Related Book For
Statistics And Analysis Of Scientific Data
ISBN: 9781493982394
2nd Edition
Authors: Massimiliano Bonamente
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