b********1
发帖数: 2861 | 1 有没有人用R 或者 Matlab 做过RJMCMC model? 我知道Winbugs有函数可以做normal
distribution的RJMCMC， 但是我现在做的Poisson 和NB model 不能用.求哪位大侠指
点在选择proposal方面的经验。多谢！ |
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g*******i
发帖数: 258 | 2 RJMCMC is widely used in time-varying parameter context, for example:
factor models (for the number of factors)
mixture models (for the number of mixtures)
spline regressions (for the number of node points)
However, I do have concern about its usability in practice. Some
applications I read are really trashy
RJMCMC |
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l**********1
发帖数: 5204 | 3 怕啥 上Hidden Markov Model
Monte Carlo simulation
likes below PD position needed skills:
Key Requirements
We seek a highly-motivated research scientist
with expertise in computational statistics (MCMC,
rjMCMC and other advanced Monte Carlo algorithms)
and in computer programming (C/C++, R, and
PERL). Experience of UNIX/Linux is essential.
A PhD in one of the following areas is essential:
computational statistics, computer science,
theoretical population genetics, and statistical
phylogenetics.
li... 阅读全帖 |
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w*****n
发帖数: 375 | 4 还真有人用Rerversible Jumping MCMC. 能好奇问一下你是在研究什么问题需要RJMCMC
? |
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b********1
发帖数: 2861 | 6 我想做mixture model+variable selection, 就是同时允许模型空间和变量空间变化。
请问你为什么如此惊讶呢？是模型太复杂还是结果不可靠？多谢！
RJMCMC |
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b********1
发帖数: 2861 | 7 我觉得单纯的mixture model 或者variable selection都可以通过稍微简单的方式解决
，但是RJMCMC看起来更fancy一些，而且我想实现模型空间和变量空间都变化，暂时只
是YY啦。
我是做土木工程的，在统计方面做的fancy一点，写文章比较容易忽悠，跟专业的统计
系或者经济系的人思维模式不一样。 |
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K*****2
发帖数: 9308 | 8 搭车求问，RJMCMC是不是连十几个变量的都很难做？ |
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