I'm interested in running MCMC for empirical data matrix of size 250x100.  Though I can readily understand the basic process given you know the joint density function, I'm stuck trying to adapt that methodology when you want to use empirical densities?   Reading Robert and Casella's "Introducing MonteCarlo Methods in R" and Jim Albert's "Bayesian Computation with R", the examples they give assume you have a function/analytical form for the joint densities.  With empirical data, there is no analytical form.  Any help or comments you could give would be grand.
Steve

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