full conditional distributions

“I think the context is a MCMC algorithm, because this terminology is rather standard in such a context. The goal is to simulate a multivariate distribution, that is, the distribution of a random vector (θ1,…,θp)

The full conditional distribution of θ1θ1 is then nothing but the conditional distribution of θ1θ1 given all other variables.”

posted @ 2018-03-27 07:25  Hao_Wang  阅读(538)  评论(0)    收藏  举报