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normal variates in Metropolis step

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A definitely puzzled participant on X validated, confusing the Normal variate or variable used in the random walk Metropolis-Hastings step with its Normal density… It took some cumulated efforts to point out the distinction. Especially as the originator of the question had a rather strong a priori about his or her background: despite pondering the meaning of the call to rnorm(1)… I will keep this question in store to use in class when I teach Metropolis-Hastings in a couple of weeks. Filed under: Books, Kids, R, Statistics, University life Tagged: cross validated, Gaussian random walk, Markov chain Monte Carlo algorithm, MCMC, Metropolis-Hastings algorithm, Monte Carlo Statistical Methods, normal distribution, normal generator, random variates Related To leave a comment for the author, please follow the link and comment on their blog: R – Xi’an’s Og. R-bloggers.com offers daily e-mail updates about…
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