next up previous
Next: Advanced topics and examples Up: Enhancing mixing Previous: Writing your own Perturbers

Writing your own Updates

YADAS's open source distribution and unrestrictivearchitecture make it possible for you to augment it with any update method you choose. For example, it is possible for special applications to include Gibbs updates of some parameters in the event that complete conditional distributions are available and Metropolis algorithms are for whatever reason not working. The only Gibbs update we have seen fit to implement is the case of a parameter that takes on finitely many values; see §4.1 below. However, a promising approach is to attempt Metropolis-Hastings proposals that would be Gibbs proposals in an approximating model.




Todd Graves 2008-09-24