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3 votes
1 answer
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Given MCMC samples, what are the options for estimating posterior of parameters?

Markov chain Monte Carlo (MCMC) is a class of algorithms for sampling from probability distributions. In the end, given a parametric model explaining the data, MCMC could also be used for parameter ...
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3 votes
1 answer
1k views

Nonparametric expected value estimation of sample from unknown distribution

I have a data sample (in this case an EEG data sample, but my question refers to any type of data samples of prior unknown distributions). I would like to do a nonparametric estimate of the expected ...
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