Practicalities

Although the principles of the Bayesian method as outlined in Section  are straightforward, there are many practical difficulties in the calculation of the details.

Of particular interest are:

• solving for ;
• sampling from the posterior via MCMC;
• issues of convergence of the MCMC sampler;
• correlation between variables and its effect on convergence;
• programming issues.

• Evaluation of
• Sampling from Posterior
• Algorithm
  • Preliminaries
  • Algorithm
  • Assessing Convergence
  • Transforming the Variables
• Programming