Computational Statistics in Data Science. Группа авторов

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Название Computational Statistics in Data Science
Автор произведения Группа авторов
Жанр Математика
Серия
Издательство Математика
Год выпуска 0
isbn 9781119561088



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Gamma left-parenthesis StartFraction n Over 2 EndFraction comma one half sigma-summation Underscript i equals 1 Overscript 8 Endscripts left-parenthesis y Subscript i Baseline minus beta 1 left-parenthesis 1 minus e Superscript minus beta 2 x Super Subscript i Superscript Baseline right-parenthesis right-parenthesis squared right-parenthesis"/>

      and

normal pi left-parenthesis beta vertical-bar y right-parenthesis proportional-to StartAbsoluteValue upper V Superscript upper T Baseline upper V EndAbsoluteValue Superscript 1 slash 2 Baseline left-parenthesis sigma-summation Underscript i equals 1 Overscript 8 Endscripts left-parenthesis y Subscript i Baseline minus beta 1 left-parenthesis 1 minus e Superscript minus beta 2 x Super Subscript i Superscript Baseline right-parenthesis right-parenthesis squared right-parenthesis Superscript negative n slash 2

      Repeating the previous procedure with the linchpin sampler, we have an estimated ESS at n Superscript asterisk Baseline equals 8123 of 652, and the sequential stopping rule terminates at n equals 183 122. The resulting estimates of posterior mean and quantiles are similar. Thus, using a more efficient sampler requires substantially fewer iterations to obtain estimates of similar quality.

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      Note

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