A Bayesian Approach to Targeted Experiment Design (Supplement)

Abstract

As mentioned in the paper Markov Chain Monte Carlo (MCMC) is a technique used to obtain samples from probability distributions known only up to a normalising factor. Given that p(~ θ) is a nonnegative integrable function, the Metropolis Hastings algorithm will provide a sequence of samples (also known as a chain) whose equilibrium distribution is… (More)

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