Question: A Metropolis-Hastings sampler for one parameter returns an acceptance rate of 10%. Explain if this is an ideal rate or not. If not, state what

A Metropolis-Hastings sampler for one parameter returns an acceptance rate of 10%. Explain if this is an ideal rate or not. If not, state what an ideal rate is and briefly describe how to adjust the sampler to achieve it.

Step by Step Solution

There are 3 Steps involved in it

1 Expert Approved Answer

Step: 1 Unlock blur-text-image

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 Mathematics Questions!

In my opinion, we ought to stop making our own drums and accept that outside suppliers offer, said Wim Niewindt, managing director of Antilles Refining, N.V., of Aruba. At a price of $18 per drum, we...

I need the answers to section IV on Walmart and Target ACCT 6305/SYSM 6337 Pre-Skilling Fall 2016 Table of contents Table of contents I. Basics of Financial Accounting...

Exercises Chapter 2 2.1 Marginal and conditional probability: The social mobility data from Section 2.5 gives a joint probability distribution on (Y1 , Y2 )= (father's occupation, son's occupation)....

nodes, but at least its bias can be quantified by Markov Chain L. INTRODUCTION analysis and thus can be corrected via appropriate re-weighting The popularity of online social networks (OSNs) in...

Need the calculation or worksheet to determine Net Present Value and Internal Rate of Return asked in question 3. Calculate each projects net present value (NPV) and internal rate of return (IRR)....

SUMMARY this journal, the length of it should not be more than 2 pages, with 1.5 spacing size 12 Times New Rome. Available online at www.sciencedirect.com Journal of Empirical Finance 15 (2008) 199 -...

QUESTION ONE a) Kethi Kittony is a portfolio manager for the Kiganda Fund (Kiganda), a core large-cap equity fund. The market proxy and benchmark for performance measurement purposes is the NSE20....

a. Example 13-1: Batch Reactor with an Exothermic Reaction Wolfram 1. Adiabatic Case: Use Wolfram to see whether you can find a trajectory that is ready to ignite and whose trajectory looks like a...

tudy of an innovative method based on complementarity between ARIZ, lean management and discrete event simulation for solving warehousing problems Fatima Zahra Ben Moussa a, , Roland De Guiob ,...

Complete tabs 10.4, 10.6, 10.11, 10.12, 10.19, and 10.22 in the attached Chapter 10 Excel spreadsheet. An EXAMPLE tab is provided in the spreadsheet for your guidance. You must use formulas in the...

please help me. I can pay only 70 dollars in this assignment Topic 1 & 2 Introduction to financial management and the Australian Taxation system Financial Markets 2 Learning Objectives Describe what...

2. Consider two identical three-phase, 13.8 kV, 100-MVA, 60-Hz generators, each with a synchronous reactance of 1.10 per unit, operating in parallel supplying a total load of 150 MVA at 0.8 lagging...

Which comes closest to the duration for the following bond: 8% annual coupon bond with 2 years until maturity with YTM=10% and face value = 1000). 1 2 1.92 1.52

A possibility of reverter is the complementary estate to a: a . fee simple. b . qualified fee. c . life estate. d . reversion.

Estimating Share Value Using the DCF Model Following are forecasted sales, NOPAT, and NOA for Texas Roadhouse for 2016 through 2019. a. Forecast the terminal period values assuming a 1% terminal...