16.7 Consider the step-function model described in Example 16.2, and a dataset consisting of the following five
Question:
16.7 Consider the step-function model described in Example 16.2, and a dataset consisting of the following five measurements:
0; 1; 3; 4; 2:
Start a Metropolis–Hastings MCMC at D 0, D 2 and m D 1, and use uniform priors on all three parameters. Assume for simplicity that all parameters can only be integer, and use uniform proposal distributions that span the ranges D ˙2, D ˙2 and m D ˙2, and that the following numbers are drawn in the first three iterations:
Iteration
m ˛
1 C1 1 C1 0:5 2 C1 C2 C1 0:7 3 1 2 C1 0:1 With this information, calculate the first four links of the Metropolis–Hastings MCMC.
Fantastic news! We've Found the answer you've been seeking!
Step by Step Answer:
Related Book For
Statistics And Analysis Of Scientific Data
ISBN: 9781493982394
2nd Edition
Authors: Massimiliano Bonamente
Question Posted: