Exam Questions Flashcards

1
Q

What is the difference between Gibbs sampling and Metropolis-Hastings random walk?

A

Gibbs sampling is used for when you know the exact distribution, Metropolis-Hastings (random walk) is used for when you just have the kernel.

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2
Q

What is the intuition of the formula of the Metropolis-Hastings Independence Chain method?

A

It corrects for the difference between Q(θ) and P(θ)

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3
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4
Q
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5
Q

What is the definition of the Posterior Odds Ratio?

A
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6
Q

What is the definition of the Prior odds ratio?

A
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7
Q

What is the definition of the Bayes factor?

A
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8
Q

How is the posterior odds ratio related to the prior odds ratio and the Bayes factor? Give an intuitive explanation.

A
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9
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10
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11
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12
Q

How to calculate the Bayes factor? How to calculate the probabilities for the models?

A
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13
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14
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15
Q

What is the Jefferys-Lindley-Bartlett paradox?

A
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