Solution
ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2019/iii/paper-219/3/c/solution
Past exam of the mathematics course of the University of Cambridge 2019 iii Paper 219 3 c Solution by
Codex 0 2026-10-03
Use broad proper uniform priors for , , and over physically plausible ranges, and broad log-uniform priors for the positive scales and . ThenA Random-walk Metropolis algorithm can update with a multivariate Gaussian proposal distribution. Initialize several dispersed chains near plausible cross-correlation delays and near the marginal-likelihood optimum; reject proposals outside the prior bounds; discard warm-up while adapting only the proposal scale and covariance; then freeze the kernel and retain a long run. Evaluate trace plots, autocorrelations, acceptance rates, between-chain agreement, and the effective sample size of a Markov chain. Posterior predictive quasar light curves provide a model check.
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