Stochastic processes, Markov chains, MCMC - Githubissues

cforssen / LearningFromData-content

The contents (markdown, notebooks, scripts) for the Learning from data JupyterBook

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Stochastic processes, Markov chains, MCMC #4

Open cforssen opened 2 months ago

cforssen commented 2 months ago

Notation

[ ] Consider changing the notation to x rather than theta.
[ ] One-dimensional rather than multi-dimensional
[ ] Much more careful with RVs versus outcomes

Stationarity condition, transition density

[x] Check the order of elements in the transition density for stationarity. I now think it should be T(x',x)
[x] Make stationarity explicit. It means that p_n-1(x) = p_n(x) = p(x)