Question: Please help me solve part (b) of this problem. There are two parts (i) and (ii). Thanks. (a) Consider the following scenario: suppose the probability
Please help me solve part (b) of this problem. There are two parts (i) and (ii). Thanks.



(a) Consider the following scenario: suppose the probability that a burglar breaks into your car is m, and the probability that an innocent passerby accidentally touches your car is 7n. Let Z, be a binary random variable that is 1 if there is a burglar, and 0 otherwise. Likewise, let Zi be a binary random variable that is 1 if there is an innocent passerby, and 0 otherwise. Suppose Z, and Zi are independent of each other. Let X be a binary random variable that is 1 if your car alarm goes off. The probability your car alarm goes off depends on Zb and Zi, and is known to be: "El- (b) Suppose you know the parameters 7Tb and 7m, as well as P(X = 1 | Z5, Z1) as specied in Part (a). X is the observed variable, and Z and 2;, are the latent (unobserved) variables. We want to sample from lP'(Z, 2;, | X, 717;, 7a), the posterior over the latent variables conditioned on everything else. We'll use Gibbs sampling to do this: (i) Suppose we are running Gibbs sampling, and on each iteration we sample Zo first and then sample Zi. We observed X = 0, and the values of Zo and Zi from iteration t are zit) = 0 and Z,) = 1. Derive the distribution used for the Gibbs sampling update of Z.". Your solution should be in terms of Tb, Ti, and constants. (ii) Now, suppose we draw Z, 7(t+) = 1 from the distribution derived in Part (b.i). Derive the distribution used for the Gibbs sampling update of Z.". Your solution should be in terms of Tb, Ti, and constants
Step by Step Solution
There are 3 Steps involved in it
Get step-by-step solutions from verified subject matter experts
