mh_posterior_mode_estimation
Posted: Thu Aug 27, 2015 9:37 pmHi All
Was wondering what exactly the command options_.mh_posterior_mode_estimation=1, does...
Does it just compute the mode of the marginal posterior distributions from the MH routine? This can at times differ a bit from the 'mode' that the optimiser finds? Is that a good guess?
Thanks
Reuben
Was wondering what exactly the command options_.mh_posterior_mode_estimation=1, does...
Does it just compute the mode of the marginal posterior distributions from the MH routine? This can at times differ a bit from the 'mode' that the optimiser finds? Is that a good guess?
Thanks
Reuben