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x_1
2009 Jun 10
0
MCMC validity question
...more complex.
Suppose I have a Markovian series of poisson processes, which generate
(or kill) some objects. At t0, say I have initially x = 3 objects. In
the next time step, t1, the number of total objects is
Poisson-distributed, subject to a function of x at t0, covariates, and
parameters. So x_t1 ~ Pois, with E(x_t1) = f(x_t0, covariates,
parameters). Let's choose a very simple function for f, say just f = x *
par1 * Covariate1. Now let this process be repeated for say 6 times,
always with the number of objects obtained in a previous step as input
(x) for the next step.
The problem...