MCMC and Exercises for Wed Nov 8

1. I've uploaded com29a, for a clear illustration of MCMC, for sampling from a given p(theta), here in dimension 1. Play with the a and b parameters to gain insight. Do the rest of Exam stk 4021 2015 #2, with your own MCMC for p(a,b|data).

2. I've also uploaded com30a, for Exam 2015, #2, an ensemble of geometric probabilities, where I also compute and compare *risk functions*. There'll be a follow-up com30b too, with MCMC.

3. On Wed 1, I went through basic MCMC theory, concentrating on the simple but general Metropolis algorith, I also did most of Exam 2015 #2, but not all.

4. For Wed 8, finish the remaining points of Exam 2015, #2, which involves setting up an MCMC for p(a,b | data) in that context.

5. On Wed 8 I'll do some more from Ch 5, along with some more MCMC. 

6. Also on Wed 8 Nils offers his time, from 15:20 to 15:50, for going through more details at a lower pace, answering questions, etc.