I have a very simple, numerically computed posterior (note that I’m not randomly sampling from the posterior but actually calculate it’s (log-)densities over a given interval) that I know converges to a Normal distribution for high sample sizes. For a somewhat simpler case, I actually have a closed-…

Approximating a Numerically Computed Distribution

JeffreySarnoff March 16, 2022, 7:32pm 4

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