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Examples; Line: Block-Specific Sampling with AMWG and Slice

Line: Block-Specific Sampling with AMWG and Slice

An example based on the linear regression model defined in the section-Line section. The program below illustrates use of the stand-alone amwg! and slice! functions to sample different parameter blocks within the same MCMC algorithm.

Analysis Program

line_amwg_slice.jl

Results

Iterations = 1:10000
Thinning interval = 1
Chains = 1
Samples per chain = 10000

Empirical Posterior Estimates:
      Mean        SD       Naive SE       MCSE       ESS
b0 0.64401798 0.99315634 0.0099315634 0.060725564  267.4805
b1 0.78985612 0.29790444 0.0029790444 0.017888106  277.3481
s2 1.20785292 2.96033511 0.0296033511 0.062566344 2238.7222

Quantiles:
       2.5%       25.0%      50.0%     75.0%     97.5%
b0 -1.33127385 0.075527035 0.6403226 1.1902679 2.7665517
b1  0.16055439 0.625740352 0.7923275 0.9527029 1.3903861
s2  0.16673189 0.381185645 0.6538295 1.2373814 5.6065938