Metropolis Hastings MCMC for non negative distribution
When doing metroplis hastings MCMC, I was facing the problem that Metropolis Hastings MCMC when the proposal and target have differing support. The following post introduces the solution. http://darrenjw.wordpress.com/2012/06/04/metropolis-hastings-mcmc-when-the-proposal-and-target-have-differing-support/ The content is as follows, Introduction Very often it is desirable to use Metropolis Hastings MCMC for a target distribution which does not have … Continue reading