Geometric MCMC sampling with geomc5 months ago
What is Geometric approach to MCMC? | Basic Usage | Example 1: Sampling from a Multivariate Normal | Examining the Results | Visualizing the Results | Example 2: Bayesian Inference for Normal Data | Model Setup | Trace plots | Posterior Summaries | Visualizing the Posterior | Understanding the Output | Example 3: Univariate Mixture of Normals | Univariate Mixture of Normals: Run geomc with Default Settings | Univariate Mixture of Normals: Run geomc with Custom Random Walk Base Density | Univariate Mixture of Normals: Run geomc with Informed Approximate Targets | Univariate Mixture of Normals: Run geomc with Informed Approximate Targets along with a Custom Random Walk Base Density | Univariate Mixture of Normals: Run geomc with other choices of eps | Univariate Mixture of Normals: Run geomc with another (non-Gaussian) Informed Approximate Target | Univariate Mixture of Normals: Importance Sampling to estimate inner products for non-Gaussian densities | Example 4: Bivariate Mixture of Normals | Bivariate Mixture of Normals: Run geomc with Informed Approximate Targets along with a Custom Random Walk Base Density | Visualizing Bivariate Mixture Results | Bivariate Mixture of Normals: Run geomc with a diffuse $g$ | Bivariate Mixture of Normals: Comparison with Random Walk Metropolis | Example 2 Continued: Bayesian Inference for Normal Data with MALA Base Density | Example 5: Discrete Distribution (Binomial) | Discrete Distribution (Binomial): Run geomc with Random Walk Base (and user defined bhat.coef function) | Comparing with True Distribution | Discrete Distribution (Binomial): Run geomc with Reflecting Random Walk Base (and user defined bhat.coef function) | Discrete Distribution (Binomial): Run geomc with Uniform Base (an example with ind set as TRUE) | Summary of Non-Default Settings | When to Use Custom Specifications | References