File:Jhartford-proposal.png
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Summary
| Description | English: Samples from a MCMC simulation over time based on three different random walk proposals. The top simulation has a good mixing rate. The middle simulation only proposes short walks, so the mixing rate is much lower. The bottom simulation often proposes states that are too far away, so the rejection rate is high; thus leading to a low mixing rate as well. |
| Date | 11 February 2016 () |
| File source | http://nbviewer.jupyter.org/github/jhartford/MCMC_talk/blob/master/MCMC%20talk.ipynb |
| Author | Jason Hartford |
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| Date/Time | Thumbnail | Dimensions | User | Comment | |
|---|---|---|---|---|---|
| current | 22:44, 11 February 2016 | | 659 × 769 (91 KB) | TianQiChen (talk | contribs) | User created page with UploadWizard |
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