1. Today I described and ¡­

1. Today I described and discussed the basic Metropolis MCMC scheme for drawing samples from a posterior distribution. I plan to round off Ch 11 next week, and also have a finalised pensumliste (curriculum description) ready by then. Next week we also finalise details pertaining to the exam processes.

I note that the basic methodology for MCMC simulation of relevance for this course is more or less contained in Nils Exercises 13-17 in the stk 4050 collection from 2007. Find these & print them out for your convenience.

2. Exercises for Wed Nov 10: The rest of Exam 2008 #3, including the MCMC scheme for drawing samples from p(a,b|data). Also, use MCMC with uniform proposals to draw samples from respectively (a) the N(0, 1), (b) the mixture 0.5 N(-2,1) + 0.5 N(2, 1).