[ADMB Users] hybrid mcmc
davef at otter-rsch.com
Sun Nov 15 10:43:47 PST 2009
I wish you guys would fix up the site so that visitors would immediately
see various topics and could peruse them.
For example on the bugs list thee is a posting
I had forgotten about hybrid mcmc. I put that in admb for testing quite
a while back.
It works really well on this example I think.
It uses the gradient of the LL to integrate a differential equation.
This produces really good mixing, but for most packages
getting the gradient for a 1000 parameter model is too computationally
If someone wants to run the bugs version of this model so we can verify
that the results are bad this would make a really good example.
Then we need a place on this site to display stuff like that so that
people can find it easily.
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