Metropolis Hastings MCMC for non negative distribution

When doing metroplis hastings MCMC, I was facing the problem that Metropolis Hastings MCMC when the proposal and target have differing support. The following post introduces the solution. http://darrenjw.wordpress.com/2012/06/04/metropolis-hastings-mcmc-when-the-proposal-and-target-have-differing-support/ The content is as follows, Introduction Very often it is desirable to use Metropolis Hastings MCMC for a target distribution which does not have … Continue reading

My math genealogy

Brian Douglas Davison (2002) –> Haym Hirsh (1989) –> Bruce Gardner Buchanan (1966) –> Gerald J. Massey (1964) –> Karl Gustav Hempel(1934) and Alonzo Church (1927) Karl Gustav Hempel (1934) –> Wolfgang Köhler (1909) –> Carl Stumpf (1869) –> Rudolf Hermann Lotze (1838) –> Ernst Heinrich Weber (1815) Alonzo Church (1927) –> Oswald Veblen (1903) –> E. H. (Eliakim Hastings) Moore (1885) –> H. A. (Hubert Anson) Newton (1850) –> Michel Chasles (1814) –> Simeon Denis Poisson (1800) –> Joseph Louis Lagrange (1754) … Continue reading

用曾国藩六句话警示自己

1.与多疑人共事,事必不成。与好利人共事,己必受累。 2.无实学而有虚名,自知当有祸变。 3.全副精神专注一事,终身必有成就。 4.古今之庸人,皆以一惰字致败;古今之人才,皆以一傲字致败。 5.不能不趁三十以前立志猛进也。 6.观人四法:讲信用、无官气、有条理、少大话。