Sampling from Unnormalized Densities
MCMC only ever uses ratios p(x')/p(x), so any constant factor cancels — you can sample a Bayesian posterior knowing only prior times likelihood, without computing the intractable evidence integral in Bayes' theorem's denominator.
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MCMC only ever uses ratios p(x')/p(x), so any constant factor cancels — you can sample a Bayesian posterior knowing only prior times likelihood, without computing the intractable evidence integral in Bayes' theorem's denominator.
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