Question: See the toy example following Theorem 10.3. Find the transition matrix for the Markov chain constructed by the MetropolisHastings algorithm. Show that = (0.1,

See the toy example following Theorem 10.3. Find the transition matrix for the Markov chain constructed by the Metropolis–Hastings algorithm. Show that π = (0.1, 0.2, 0.3, 0.4) is the stationary distribution and that the detailed balance condition is satisfied.

Step by Step Solution

★★★★★

3.44 Rating (167 Votes )

There are 3 Steps involved in it

1 Expert Approved Answer

Step: 1 Unlock

In the books notation The matrix a of acceptance function values ... View full answer

Question Has Been Solved by an Expert!

Get step-by-step solutions from verified subject matter experts

Step: 2 Unlock

Step: 3 Unlock

Students Have Also Explored These Related Probability With Applications Questions!

Let be the transition matrix for a Markov chain with three states. Let be the initial state vector for the population. Compute x 1 and x 2 . P = 1/3 || 120 X, 180 90

Let be the transition matrix for a Markov chain with three states. Let be the initial state vector for the population. What proportion of the state 1 population will be in state 1 after two steps? P...

Let be the transition matrix for a Markov chain with three states. Let be the initial state vector for the population. What proportion of the state 2 population will be in state 3 after two steps? P...

Find solutions Let P be the transition matrix of a Markov chain with 7 states. Which one of the following statements is not always true? O p2 is the transition matrix of a Markov chain with 72...

Question: I want an assignment paper for the below case study Case Study: A Framework for Process Reengineering in Higher Education Abdous and He (2008) proposed a framework for process reengineering...

A widget inspector inspects 12 widgets and finds that exactly 3 are defective. Unfortunately, the widgets then get all mixed up and the inspector has to find the 3 defective widgets again by testing...

1) In regression analysis, the model in the form y = 0 + 1x + is called the a) regression model. b) correlation model.c) regression equation. d) estimated regression equation. 2)Regression analysis...

Answer appropriately Consider a Markov chain {Xn, n = 0, 1, . ..} on the state space S = {0, 1, 2}. Suppose that the Markov chain has the transition matrix 2 10 10 10 2 P = 3 10 2 4 10 10 1. Show...

Answer all please give eexplanations The mean number of customers appearing in a bank during a self-assertively picked hour is four. The bank boss is contemplating reducing the amount of tellers....

Markov chain Consider a Markov chain {Xn, n = 0, 1, . ..} on the state space S = {0, 1, 2}. Suppose that the Markov chain has the transition matrix 2 10 10 10 2 P = 3 10 2 4 10 10 1. Show that the...

What are the two processes that lead to natural water purification? State the distinction between them. Distinguish between blue water and green water.

Calculate the cross rate between the Mexican peso (Ps) and the euro ( ) from the following two spot rates: Ps12.45/$ and 0.7550/$.

Look at rectangle ABCD. Write true or false for each statement. If the statement is false, write the correct statement. a AC is the same length as BD. b AB is parallel to AC. c BD is parallel to AB....

=+4. What are the major elements of business law?

How do the results in Problems 9.74 and 9.75 compare? Hypertension Plasma aldosterone has been related to blood-pressure levels in adults in some studies. In addition, there may be ethnic...

What significance test can be used to assess whether there is a relationship between receiving an antibiotic and receiving a bacterial culture while in the hospital? Refer to Table 2.13 (p. 36)....

Perform the test in Problem 10.6, and report a p-value? Refer to Table 2.13 (p. 36). Table 2.13: Hospital-stay data

Data table A to E.15 Question Help Could it be that smoking actually increases survival rates among women? The accompanying data represent the 20-year survival status and smoking status of 1328 women...

Please Show work and steps on how you got the answer 5)Jack has 15-t shirts. He is considering taking at least 3 t-shirts with him on vacation. How many options does he have? 6)How many permutations...

Calculate the present value of a retirement fund if you put $ 1 , 7 5 0 in your savings account at the end of each of the next 3 5 years? Assume that your savings account pays 8 % compounded...