Solution

ID: past-exam-of-the-mathematical-and-computational-biology-course-of-the-university-of-cambridge/2025/paper-1/6/f/solution

The trace has long, slowly changing stretches, indicating strong autocorrelation and poor exploration of the posterior distribution. The reported effective sample size of a Markov chain is only , so the number of stored draws greatly exaggerates the information in the simulation. The potential scale reduction factor is appreciably above one and does not support convergence between chains. The reported Monte Carlo standard error is also large relative to a posterior mean near .
The exact beta distribution gives posterior mean and standard deviation
so the simulation's reported spread is another warning. Do not interpret its mean or interval estimates as reliable yet. Run multiple chains from dispersed starts, improve and tune the proposal or sampler, and use longer runs after adaptation. Recheck the traces, potential scale reduction factor, and effective sample size of a Markov chain. More iterations help only if the chain actually explores its target well; thinning alone does not fix poor mixing.

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