100% de satisfacción garantizada Inmediatamente disponible después del pago Tanto en línea como en PDF No estas atado a nada
logo-home
Buscado previamente por ti
Buscado previamente por ti
logo
Bayesian Statistics: Concepts & Definitions 100% Verified. 10,98 €
Añadir al carrito
Navegar rápidamente a
Vista previa
  2.  
  3. Bayesian Statistics
  4.  
  5. Bayesian Statistics

Examen

Bayesian Statistics: Concepts & Definitions 100% Verified.
 0 veces vendidas
  • Grado
  • Bayesian Statistics
  • Institución
  • Bayesian Statistics

Bayesian Statistics: Concepts & Definitions 100% Verified. Transition Kernel - answerdenoted 'P' - the transition kernel (or density) uniquely describes the dynamics of the chain Under what conditions will the distribution over the states of the Markov Chain converge to a stationary distributi...

[Mostrar más]

Vista previa 2 fuera de 7  páginas

Información del documento

  • 28 de agosto de 2024
  • 7
  • 2024/2025
  • Examen
  • Preguntas y respuestas

Temas

  • bayesian statistics concepts definitions 100 v

Escuela, estudio y materia

  • Bayesian Statistics
  • Bayesian Statistics

Vendedor

avatar-seller
Thebright

Comentarios recibidos

Vista previa del contenido

©THEBRIGHT EXAM STUDY SOLUTIONS 8/22/2024 12:54 PM


Bayesian Statistics: Concepts & Definitions
100% Verified.


Transition Kernel - answer✔✔denoted 'P' - the transition kernel (or density) uniquely describes
the dynamics of the chain
Under what conditions will the distribution over the states of the Markov Chain converge to a
stationary distribution? - answer✔✔When the chain is 'aperiodic' and 'irreducible'

what does aperiodic mean? - answer✔✔A markov chain is aperiodic if for any state, the chain
can return to that state after a number of transitions that are a multiple of 1 and can also be 1

What does irreducible mean? - answer✔✔A markov chain is irreducible if any state can be
reached within finite time irrespective of the present state.

Pros and Cons of Trace Plots - answer✔✔It's a fairly efficient method but it is NOT robust.

Define Burn-In? - answer✔✔It's the initial realizations of the markov chain that we discard as
the chain had not converged to the stationary distribution yet.

What does it mean in terms of the posterior when there is low autocorrelation? - answer✔✔It
means samples are more representative of the posterior distribution
The autocorrelation plot shows the correlation between what types of samples? -
answer✔✔Successive samples

Define thinning - answer✔✔The process involves taking the kth realization of the markov chain
and discarding the rest

Thinning: Pros & Cons - answer✔✔It reduces autocorrelation, but it also discards potentially
good information.

What does BUGS stand for - answer✔✔Bayesian Inference Using Gibbs Sampling
What can transformation can be useful to aid comparability, interpretability, and MCMC
convergence? - answer✔✔Normalizing the data corresponding to explanatory variable(s)

What do we typically conclude when posterior summaries are similar? - answer✔✔The posterior
distribution is data-driven.

, ©THEBRIGHT EXAM STUDY SOLUTIONS 8/22/2024 12:54 PM

Explain the Gibbs Sampler (not its algorithm) - answer✔✔Gibbs sampler uses the set of full
conditionals of 'pi' to sample indirectly from the full posterior distribution.

Explain the Metropolis-Hastings (not its algorithm). What's important about it? - answer✔✔The
MH algorithm sequentially draws obs. from a distribution, conditional only on the last obs., thus
inducing a markov chain.


Important aspect is that the approximating candidate distribution can be IMPROVED at each
step of the simulation .

Define mixing - answer✔✔The movement around the parameter space.

What can cause poor mixing? - answer✔✔1) a high rejection probability


2) very small step sizes

Explain the idea behind Data Augmentation - answer✔✔We treat the missing data (or auxiliary
variables) as additional parameters to be estimated & form the joint posterior over both these
auxiliary variables and models parameters 'theta vector'

Explain the idea behind Hierarchical Models - answer✔✔The idea is to LEARN the prior to use
for the data we are analyzing by looking at related data sets

How are 'no pooling' and 'complete pooling' combined in hierarchical modeling? - answer✔✔We
use the other data sets to choose an appropriate prior for our analysis, giving us a good 'initial
guess' for the parameter value.

What is the Bayes Factor a ratio of? - answer✔✔It's a ratio of posterior odds to prior odds

What is the Bayes Factor under the simple hypotheses equal to? - answer✔✔The likelihood
ratio!

What is the Bayes Factor under the composite hypotheses equal to? - answer✔✔A ratio of the
"weighted" likelihoods by the densities p(theta)
When calculating the Bayes Factor what type of prior distribution should be used? why? -
answer✔✔A proper prior! Otherwise, the BF becomes arbitrary

Main part of inversion sampling? - answer✔✔Calculating the inverse CDG for the target
distribution.

Main part of rejection sampling? - answer✔✔Using an envelope (rectangular box) to generate
points at random over this region

Los beneficios de comprar resúmenes en Stuvia estan en línea:

Garantiza la calidad de los comentarios

Garantiza la calidad de los comentarios

Compradores de Stuvia evaluaron más de 700.000 resúmenes. Así estas seguro que compras los mejores documentos!

Compra fácil y rápido

Compra fácil y rápido

Puedes pagar rápidamente y en una vez con iDeal, tarjeta de crédito o con tu crédito de Stuvia. Sin tener que hacerte miembro.

Enfócate en lo más importante

Enfócate en lo más importante

Tus compañeros escriben los resúmenes. Por eso tienes la seguridad que tienes un resumen actual y confiable. Así llegas a la conclusión rapidamente!

Preguntas frecuentes

What do I get when I buy this document?

You get a PDF, available immediately after your purchase. The purchased document is accessible anytime, anywhere and indefinitely through your profile.

100% de satisfacción garantizada: ¿Cómo funciona?

Nuestra garantía de satisfacción le asegura que siempre encontrará un documento de estudio a tu medida. Tu rellenas un formulario y nuestro equipo de atención al cliente se encarga del resto.

Who am I buying this summary from?

Stuvia is a marketplace, so you are not buying this document from us, but from seller Thebright. Stuvia facilitates payment to the seller.

Will I be stuck with a subscription?

No, you only buy this summary for 10,98 €. You're not tied to anything after your purchase.

Can Stuvia be trusted?

4.6 stars on Google & Trustpilot (+1000 reviews)

45,681 summaries were sold in the last 30 days

Founded in 2010, the go-to place to buy summaries for 15 years now

Empieza a vender

Vistos recientemente

Notas de lectura ·

(0)

Cálculos de parámetros de líneas de transmisión eléctrica

Resumen ·

(0)

veiligheidsmanagementsystemen volgens ISO 45001, J. Dillen

Resumen ·

(0)

Samenvatting Hoofdlijnen Nederlands recht - GRC - Hoofdstuk 6

Examen ·

(0)

ATI RN 3.0 Practice Mental Health 1 Questions and Answers

Resumen ·

(0)

Overzicht meetinstrumenten jaar 2 Intramurale zorg (CNA/RCA)

Presentación ·

(2)

Powerpoint presentatie zakelijke gespreksvoering (Cijfer 8,0)

Examen ·

(1)

Georgette Module 1 & 2 Questions With Complete Solutions

Lote ·

(0)

LAS MAS MUS 337 COMPILED QUESTIONS AND ANSWERS GRADED A+

Notas de lectura ·

(0)

Nwando Achebe Balancing Male and Female Principles Notesq

10,98 €
  • (0)
Añadir al carrito
Añadido