Mike McLaughlin writes:
In general, is there any way to do MCMC with a fixed constraint?
E.g., suppose I measure the three internal angles of a triangle with errors ~dnorm(0, tau) where tau might be different for the three measurements. This would be an easy BUGS/WinBUGS/JAGS exercise but suppose, in addition, I wanted to include prior information to the effect that the three angles had to total 180 degrees exactly.
Is this feasible? Could you point me to any BUGS model in which a constraint of this type is implemented?
Note: Even in my own (non-hierarchical) code which tends to be component-wise, random-walk Metropolis with tuned Laplacian proposals, I cannot see how I could incorporate such a constraint.
My reply: See page 508 of Bayesian Data Analysis (2nd edition). We have an example of such a model there (from this paper with Bois and Jiang).
I will take a look at the refered page of the book. But I was wondering if it isn't the same problem of use a contraint to identify a model.
For example, if we intend to estimate ideal points, we have to use some constraint. Is this different?
Manoel