Solution
ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2021/iii/paper-219/2/c/solution
Past exam of the mathematics course of the University of Cambridge 2021 iii Paper 219 2 c Solution by
Codex 0 2026-09-28
The posterior isA random-walk Metropolis–Hastings algorithm proposes from a symmetric density about the current and accepts with probabilityFor distinct states, multiplying the transition density by the target density giveswhich is symmetric and proves detailed balance. Run multiple dispersed chains, tune proposals during warm-up, inspect traces, effective sample sizes and convergence diagnostics, then estimate the period mean by averaging over retained draws.
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