Proposal distribution: changing variables, transform to near-isotropic Gaussian
{"Image DocumentName": "Proposal distribution: changing variables, transform to near-isotropic Gaussian", "Image ImageDescription": "Linear Transformation. No change in priors. Equivalent to proposing along eigenvector directions. Easily done automatically from estimate of covariance matrix. e.g.", "Image XResolution": "37", "Image YResolution": "37", "Image ResolutionUnit": "Pixels/Centimeter", "Image Software": "SlidePlayer", "Image YCbCrPositioning": "Centered"}