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Almost all modern Bayesian models rely heavily on simulation. This is mostly because it's a very effective way to do numerical integration, and almost all non-t
by em500 4y ago
Almost all modern Bayesian models rely heavily on simulation. This is mostly because it's a very effective way to do numerical integration, and almost all non-trivial Bayesian models involve integrals without closed form solutions.
- wthomp 4y agoThis is true but the poster above doesn’t mean Monte Carlo integration. Rather, testing those methods on simulations from generative models.