Past exam of the mathematics course of the University of Cambridge / 2019 / iii / Paper 219 / 3 / c

Use broad proper uniform priors for $\Delta t$, $\Delta m$, and $c$ over physically plausible ranges, and broad log-uniform priors for the positive scales $A_f$ and ${\tau }_f$. ThenA Random-walk Metropolis algorithm can update $(\Delta t,\Delta m,c,\log A_f,\log {\tau }_f)$ 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.