Timeline for Physical meaning behind the choice of the proposal distribution in Markov Chain Monte Carlo (MCMC) methods
Current License: CC BY-SA 3.0
7 events
| when toggle format | what | by | license | comment | |
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| Jul 10, 2017 at 1:59 | history | tweeted | twitter.com/StackPhysics/status/884230448863354881 | ||
| Jul 3, 2017 at 12:09 | answer | added | Julian Helfferich | timeline score: 1 | |
| Jun 27, 2017 at 18:49 | comment | added | user213575 | I am expecially interested in the physical meaningm though also finding out the convenience in terms of the algorithm is a good thing. Thanks for the suggestion, I'll definitely try. | |
| Jun 27, 2017 at 17:17 | comment | added | dmckee --- ex-moderator kitten | I don't know if either Computational Science or Cross Validated would have more experts in a position to comment on the details. The above comment represents the limit of my current understanding—I often use some kind of simulated annealing procedure on $g$, reducing the 'range' as the simulation proceeds. | |
| Jun 27, 2017 at 17:14 | comment | added | dmckee --- ex-moderator kitten | It's a good question but I think the answer is "With enough iterations and instances $g(x'|x)$ doesn't matter." because it is rarely discussed (the preferred direction in $A(x'|x)$ probably plays a role in this). Perhaps a more interesting questions is "What makes a good choice of $g(x'|x)$?" because "enough iterations" may depend on that choice. | |
| Jun 27, 2017 at 14:53 | history | edited | user213575 | CC BY-SA 3.0 |
added 698 characters in body
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| Jun 27, 2017 at 13:24 | history | asked | user213575 | CC BY-SA 3.0 |