Propp-Wilson algorithm #1659
Replies: 3 comments
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Yeah, it's an interesting one because, in theory, it allows perfect
sampling from the posterior. Got a feeling there are some practical issues
with it, however (but could be wrong), given that it was first proposed
about 34 years ago...
…On Tue, Apr 28, 2020 at 2:21 PM Michael Clerx ***@***.***> wrote:
Seems fairly simple.
@ben18785 <https://github.com/ben18785> ?
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Agreed. I myself was first proposed almost 37 years ago and have been encountering practical issues ever since. I've discovered* this little book in my bookcase (https://www.cambridge.org/core/books/finite-markov-chains-and-algorithmic-applications/EE10AF27811B43B02E05905DC6413467), that has 3 short chapters on implementing this so might give it a go. (*bought it by accident years ago hoping it was about a different kind of markov chains) |
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Haha. I almost wrote something like that about myself -- science doesn't
encourage optimistic thinking about one's usefulness!
Give it a go -- I'm intrigued to see how it does in any case!
…On Tue, Apr 28, 2020 at 2:33 PM Michael Clerx ***@***.***> wrote:
Agreed. I myself was first proposed almost 37 years ago and have been
encountering practical issues ever since.
I've discovered* this little book in my bookcase (
https://www.cambridge.org/core/books/finite-markov-chains-and-algorithmic-applications/EE10AF27811B43B02E05905DC6413467),
that has 3 short chapters on implementing this so might give it a go.
(*bought it by accident years ago hoping it was about a different kind of
markov chains)
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Seems fairly simple.
@ben18785 ?
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