Tags: Books

puzzled by harmony [not!]

puzzled by harmony [not!]

Share Tweet In answering yet another question on X validated about the numerical approximation of the marginal likelihood, I suggested using an harmonic mean estimate as a simple but ...
ratio-of-uniforms [#4]

ratio-of-uniforms [#4]

Possibly the last post on random number generation by Kinderman and Monahan’s (1977) ratio-of-uniform method. After fiddling with the Gamma(a,1) distribution when a<1 for a while, I i...
Example 7.3: what a mess!

Example 7.3: what a mess!

A rather obscure question on Metropolis-Hastings algorithms on X Validated ended up being about our first illustration in Introducing Monte Carlo methods with R. And exposing some inc...