Variance 0 at the mode is propagating to metropolis hasting
Posted: Sun Jul 09, 2017 1:59 am
Some of my posteriors are very tight around some points, My results can be downloaded from:
https://drive.google.com/open?id=0B7CeaUeeWSo3VjZ1dFRmbHlVd00
(pag. 70-77).
I think it happens because variance almost 0 at the mode is propagating to metropolis hasting.
Is this result normal or is this a problem and I should be worry. How could I fix this?
I am thinking to modify priors so that they have mean and variance similar to the computed at mode.
Thanks a lot
https://drive.google.com/open?id=0B7CeaUeeWSo3VjZ1dFRmbHlVd00
(pag. 70-77).
I think it happens because variance almost 0 at the mode is propagating to metropolis hasting.
Is this result normal or is this a problem and I should be worry. How could I fix this?
I am thinking to modify priors so that they have mean and variance similar to the computed at mode.
Thanks a lot