Suppose we're given a prior on X (e.g. X ~ Gaussian) and a forward operator y = f(x). Suppose further we have observed y by means of an experiment and that this experiment can be repeated indefinit...

I'm working with the pscl package in R and trying to get it to produce testable/reproducible results. I've taken a look at the underlying C code and it appears as though GetRNGstate() and PutRNGsta...

As an exercise, I rewrote the example program in the blog post Gibbs sampler in various languages (revisited) by Darren Wilkinson. The code appears below. This code runs on my (5 year old) machine...

I am seeking advice on how to incorporate C or C++ code into my R code to speed up a MCMC program, using a Metropolis-Hastings algorithm. I am using an MCMC approach to model the likelihood, given ...

I am using JAGS for simulating some MCMC distributions. I see the support for a sizeable set of distributions. But, I would like to sample out of a specific distribution that is not defiend in JAGS...