Sentence examples for multivariate normal proposal from inspiring English sources

For the tag location problem we use a block update Metropolis algorithm based on a multivariate Normal proposal distribution [30].

The posterior distribution for the model parameters was sampled using the Metropolis–Hastings algorithm (Metropolis et al, 1953; Hastings, 1970), with univariate proposal distributions for all parameters except the initial states, which used a multivariate normal proposal distribution.

In a random-walk MH algorithm (Robert et al. 2004) we used a multivariate normal proposal distribution with expectation equal to the parameter values θ t −1 and covariance matrix equal to the estimated covariance matrix of the posterior based on a Laplace approximation (Tierney 1986).

Because λ and the two μ parameters have support on the real line, we can use a multivariate Normal distribution as proposal distribution.

Knorr-Held and Rue [ 24] propose to approximate the exponent by a quadratic form, to use the resulting Gaussian random field (multivariate normal distribution) to sample a proposal for h, and to accept or to reject the proposal according to a Metropolis-Hastings step.

Although it has been traditionally considered that this assumption is not fulfilled for distances derived from nucleotide or amino acid sequences [ 39], more recent work [ 13] showed that provided the distances are maximum likelihood estimates, their distribution is approximately multivariate normal, which led to the proposal of a GLS test for topologies.

A new efficient method is proposed to compute multivariate normal probabilities over rectangles in high dimensions.

The proposal density is chosen to be multivariate normal distribution.

The results reveal that the proposed method gives better results depending on whether or not the data set is multivariate normal even though multivariate analyses require checking the multivariate normality.

The proposal for x was taken to be a multivariate normal distribution with mean equal to the value from the previous sample and variance Σ x - prop.

The proposed method is applied to simulated multivariate normal data via MATLAB software.