murdoch at stats.uwo.ca
Wed Jan 29 17:00:04 CET 2003
On 29 Jan 2003 16:28:57 +0100, Peter Dalgaard BSA
<p.dalgaard at biostat.ku.dk> wrote in message
<x265s8asau.fsf at biostat.ku.dk>:
>MCMC has big difficulty in generating *independent* samples.
That's true. For an IID sample, a rejection sampler (if you can do
the calculus) is usually more efficient. To get a a truly IID sample
from MCMC you need to start chains at independent starting values and
take one observation from each; that's probably too slow.
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