Exercises for Wed Nov 1

1. On Wed Oct 25, I went through two previous Nils Exam Project exercises -- 2004, #4, hierarchical Bayes for an ensemble of probabilities, and 2008, #3, lifetimes from Roman era Egypt, with Weibull. I also discussed general aspects of Ch 5, and spent a few minutes on the basic MCMC ideas.

Note that I've placed R scripts com27a and com28a on the website, for these two exam project exercises.

2. For Wed Nov 1, do Exam 2015 #2, another hierarchical model exercise. Also, attempt to set up an MCMC to simulate from the target density of type

p(theta) = 0.25*exp(-abs(theta-a0)) + 0.25*exp(-abs(theta+a0))

with a0 = 2.00. Do this by proposals theta[i+1] being a uniform on [theta[i] - b0, theta[i] + b0], where you try out a decent b0.

3. On Wed Nov 1, I will spend *some* time to round off the essence of Ch 5, and then talk on MCMC (the last Big Thing in the course).

4. On Wed Nov 1, we have an extra half hour, 15:20 to 15:50, for those interested, with more time for details. I've been asked to do more detail for Exam 2015 #1(h), for example; tell me if there are things you wish for us to go through.