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Chunk #36 — Bayesian estimation using a Markov chain Monte Carlo algorithm

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Variance decomposition using an IRT measurement model.
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a special case of an MCMC algorithm. When however the conditional posterior distribution of a subset of the parameters is not easy or even impossible to sample from directly, other MCMC algorithms can be used, where one samples from a similar proposal distribution and uses a decision rule to either accept or reject a sample so that the accepted values can be regarded drawings from the target distribution.