Kilian Eichenseer
Kilian Eichenseer
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A Metropolis algorithm in R - Part 2: Adaptive proposals
To work well, the Metropolis algorithm needs proposals that are accepted reasonably often. Here, I improve the model from the previous post by using draws from the posterior to iteratively improve proposals, resulting in more efficient sampling.
Last updated on Feb 12, 2023
6 min read
R
,
Bayesian
A Metropolis algorithm in R - Part 1: Implementation
The Metropolis algorithm is a common MCMC method. Here, it is used for estimating a generalised logistic function to reconstruct a latitudinal climate gradient from a small sample of temperature values.
Last updated on Feb 12, 2023
8 min read
R
,
Bayesian
Change Point Regression
Assume we want to investigate the relationship between two variables, $x$ and $y$, that we have collected over a certain period of time. We have reason to believe that the relationship changed at some point, but we don’t know when.
Last updated on Feb 12, 2023
7 min read
R
,
Bayesian
,
JAGS
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