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Acceptance-Rejection Sampling with Hierarchical Models

Hierarchical models provide a flexible way of modeling complex behavior. However, the complicated interdependencies among the parameters in the hierarchy make training such models difficult. MCMC methods have been widely used for this purpose, but can often only approximate the necessary distributions. Acceptance-rejection sampling allows for perfect simulation from these often unnormalized distributions by drawing from another distribution over the same support. The efficacy of acceptance-rejection sampling is explored through application to a small dataset which has been widely used for evaluating different methods for inference on hierarchical models. A particular algorithm is developed to draw variates from the posterior distribution. The algorithm is both verified and validated, and then finally applied to the given data, with comparisons to the results of different methods.

Identiferoai:union.ndltd.org:CLAREMONT/oai:scholarship.claremont.edu:cmc_theses-2165
Date01 January 2015
CreatorsAyala, Christian A
PublisherScholarship @ Claremont
Source SetsClaremont Colleges
Detected LanguageEnglish
Typetext
Formatapplication/pdf
SourceCMC Senior Theses
Rights© 2015 Christian A. Ayala, default

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