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Use in practice of importance sampling for repeated MCMC for Poisson models

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Academic year: 2021

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Fig 1 . Box-plot of the M SE f s of all possible m in fixed strategy together with the M SE ms of three criteria in Model 1 with g(λ) = λ for λ = 1 (left) and λ = 20 (right); black diamond for the first criterion, white diamond for the second criterion and
Fig 2 . Box-plot of the MSEs of all possible fixed choices together with the MSE c s of both criteria in Model 2 with θ = (a = 0, b = 0.5) for g(θ) = a (top left) and g(θ) = a 2 (top right),
Fig 3 . Box-plot of the M SE f s of all possible fixed choices together with the M SE ms of both criteria in Model 3 with a = 0, b = 0.5 and σ 2 = 1/8 (1 st line), σ 2 = 1/4 (2 nd line) or
Fig 4 . Marginal posterior densities of a (left), b (middle) and σ 2 (right) obtained with MCMC in Model 3 with parameter settings θ = (a = 0, b = 0.5, σ 2 = 1/2)

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