Using some objective priors (for unbounded space) in a Metropolis-Hastings MCMC

Asked Feb 25 '19 at 16:25

Active Feb 25 '19 at 16:25

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I'm doing some simulations using a M-H MCMC, and I was thinking of using some objective priors for some parameters. These parameters must be in $\mathbb{R}^+$. I was thinking of using $\pi(\theta)\propto 1$.

Are there any inconveniences? Should I take care with some possible issue?

asked Feb 25 '19 at 16:25

An old man in the sea.

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First inconvenience, make sure your posterior is a proper distribution. – Greenparker Feb 25 '19 at 16:27

Using some objective priors (for unbounded space) in a Metropolis-Hastings MCMC

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