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Sampling from Posterior

The methods outlined in Section gif are used to sample from the posterior distribution. In particular Metropolis Hastings (Section gif) and Gibbs sampling (Section gif) are used.

The posterior distribution may be written tex2html_wrap_inline2863 , where

displaymath2957

The distribution of the hyperparameters is independent of the data, conditional on the crack specific parameters, which yields the following result.

eqnarray793

and extending the tex2html_wrap_inline2961 notation in the obvious fashion,

equation806

The sampling methods as described are used to sample from the posterior distribution of tex2html_wrap_inline2725 in the following fashion. The actual calculations for the constant and multiplicative variance are provided in the appendix.


Cathal Walsh
Sat Jan 22 17:09:53 GMT 2000