hwk14.1 - due fri 5/3
This week's homework will consist of 2 parts. It is due at the beginning of the last lecture on Friday 5/3.
1. Read section 1 (p.1-3) of the Markov Chain Monte Carlo Revolution paper below. Write a brief (about half page) summary. It is likely that you won't understand some of the mathematics alluded to in these 3 pages, but do your best. At a minimum, describe the problem they are solving, the states of Markov chain they made to solve it, and some idea of what this Metropolis random walk is.
I plan to make this paper the subject of our final lecture in m27.
2. Hwk posted below:
Note: As of Monday's lecture, we have covered parts on 6.3 and 5.2. We will cover the residual on Wednesday. You may use anything in these sections for this homework. Pay particular attention to Thms 6.3.4, 6.3.6, 6.3.7, and 5.2.1)
CONGRATULATIONS. You have completed the homework for M27. Well done.