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Convergence Diagnostics For MCMC
Markov chain Monte Carlo Eric B. Ford (Penn State) Bayesian Computing for Astronomical Data Analysis June 5, 2015 . MCMC: A Science & an Art • Science: If your algorithm is designed properly, the Markov chain will converge to the target
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Importance Sampling - Astrostatistics
astrostatistics.psu.eduIdea of importance sampling: draw the sample from a proposal distribution and re-weight the integral using importance weights so that the correct distribution is targeted
Hierarchical Bayesian Modeling - Pennsylvania State University
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