If possible please send me your paper mentioned in the email below.
I am interested in Bayesian conditional joint density estimation (involving
mutlidimensional integrals, etc). Do you have any Maxima programs that can
compute these integrals analytically/numerically ?
What is BUGS ?
Regards,
C. Frangos.
On Thursday 31 July 2008 21:29, you wrote:
> On Thu, Jul 31, 2008 at 12:28 PM, dlakelan <dlakelan at street-artists.org>
wrote:
> > I did try using lbfgs to get the maximum likelihood estimates, and it
> > did work, even with 800+ data points in the likelihood expression.
>
> I'm glad to hear it worked, but I'm a little confused. Do you mean
> the log likelihood is a literal sum of 800 terms? I think it should be
> possible to avoid that, and if it's not, I'll fix it so it is.
>
> > I may try doing a MCMC sampling method for getting a bayesian
> > posterior sample from the coefficients. Has anyone done anything
> > like that in maxima before?
>
> I did something like it (but not MCMC). I think the right way to go about
> it is to represent the problem as a Maxima expression, look for any
> integrals that can be solved symbolically, and approximate the others
> by a suitable method (e.g. MCMC). This is reminiscent of BUGS but
> BUGS is strictly numerical. I'll send you a paper I wrote about the
> stuff I worked on.
>
> Robert Dodier
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--
Constantine Frangos, Pr.Eng.
Professor
Dept. of Statistics
University of Johannesburg
Auckland Park Kingsway Campus
P O Box 524
Auckland Park
Johannesburg 2006
South Africa
Tel: +27-11-559-2452
Fax: +27-11-559-2832
e-mail: cfrangos at uj.ac.za , cfrangos at telkomsa.net