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life of the bayesian can be amazingly simple when you have the bugs list for backup!!
 
Marc Brodsky suggested to use starting values as close to reality as possible. This certainly helps, but does not appears to solve the problem. I have been using simulated datasets and even when I use the underlying parameter values, the updater often fails.
 
The solution came from Andrew Thomas (below). Setting the upper bound of the gamma to a very high value (above any expectation) apparently solves the problem. Amazingly, while the issue was with estimating the lower values, setting an upper limit solves it. I do not understand why, but it works.
 
 
thanks again
 
Stefan

Hei Stefan,

 

            I have two possible suggestions. First in the Option menu select updater options and then clich on the slice sampler in the list box to select it then change the iterations parameter to something bigger than it is set to by default and then click ok. This will give the slice sampler more attempts until it gives up but can make the sampling slower. Idea two is to put a large upper bound on your gamma distribution (finite but bigger than you ever expect) This way the gamma will have support on a finite range of the real line and the slice sampler might behave better.

 

Moi

 

            Andrew

 

PS I assume you are using OpenBUGS. The second idea will not work in WinBUGS1.4

 

 

Prof. Dr. Stefan Van Dongen
Department of Biology - Group of Evolutionary Biology
University of Antwerp
Groenenborgerlaan 171
B-2020 Antwerp
Belgium

personal page: http://www.ua.ac.be/stefan.vandongen

email: [log in to unmask]
Tel: + 32 (0)3 265 33 36
Fax: + 32 (0)3 265 34 74

 
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