Mixing
Unbiased Metropolis within Gibbs Sampler MCMC
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I am currently using MCMC to estimate the inner cells of a contingency table. The date comes from a simulation I conducted and thus I know the true values of the inner cells. However, I have the problem, that the MCMC estimation has a bias such that large cell values are underestimated, while small cell values are overestimated. I have been trying to find out where this Bias could come from and how I could counter that bias, but so far I have not been very successful. Can anyone point me in a direction where I could for solutions to the two questions:
- Where does the bias in an MCMC estimation with the Metropolis within Gibbs Sampler come from?
- How can I correct that bias?
I would be grateful for any help or direction!
integration markov-chains monte-carlo
asked Jan 14 at 14:35
MucteamMucteam
11
$endgroup$
add a comment |
$begingroup$
I am currently using MCMC to estimate the inner cells of a contingency table. The date comes from a simulation I conducted and thus I know the true values of the inner cells. However, I have the problem, that the MCMC estimation has a bias such that large cell values are underestimated, while small cell values are overestimated. I have been trying to find out where this Bias could come from and how I could counter that bias, but so far I have not been very successful. Can anyone point me in a direction where I could for solutions to the two questions:
- Where does the bias in an MCMC estimation with the Metropolis within Gibbs Sampler come from?
- How can I correct that bias?
I would be grateful for any help or direction!
integration markov-chains monte-carlo
asked Jan 14 at 14:35
MucteamMucteam
11
$endgroup$
add a comment |
$begingroup$
I am currently using MCMC to estimate the inner cells of a contingency table. The date comes from a simulation I conducted and thus I know the true values of the inner cells. However, I have the problem, that the MCMC estimation has a bias such that large cell values are underestimated, while small cell values are overestimated. I have been trying to find out where this Bias could come from and how I could counter that bias, but so far I have not been very successful. Can anyone point me in a direction where I could for solutions to the two questions:
- Where does the bias in an MCMC estimation with the Metropolis within Gibbs Sampler come from?
- How can I correct that bias?
I would be grateful for any help or direction!
integration markov-chains monte-carlo
asked Jan 14 at 14:35
MucteamMucteam
11
$endgroup$
I am currently using MCMC to estimate the inner cells of a contingency table. The date comes from a simulation I conducted and thus I know the true values of the inner cells. However, I have the problem, that the MCMC estimation has a bias such that large cell values are underestimated, while small cell values are overestimated. I have been trying to find out where this Bias could come from and how I could counter that bias, but so far I have not been very successful. Can anyone point me in a direction where I could for solutions to the two questions:
- Where does the bias in an MCMC estimation with the Metropolis within Gibbs Sampler come from?
- How can I correct that bias?
I would be grateful for any help or direction!
integration markov-chains monte-carlo
integration markov-chains monte-carlo
asked Jan 14 at 14:35
MucteamMucteam
11
asked Jan 14 at 14:35
MucteamMucteam
11
asked Jan 14 at 14:35
MucteamMucteam
11
asked Jan 14 at 14:35
MucteamMucteam
11
asked Jan 14 at 14:35
MucteamMucteam
11
11
add a comment |
add a comment |
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