Exam Questions Flashcards
What is the difference between Gibbs sampling and Metropolis-Hastings random walk?
Gibbs sampling is used for when you know the exact distribution, Metropolis-Hastings (random walk) is used for when you just have the kernel.
What is the intuition of the formula of the Metropolis-Hastings Independence Chain method?
It corrects for the difference between Q(θ) and P(θ)
What is the definition of the Posterior Odds Ratio?
What is the definition of the Prior odds ratio?
What is the definition of the Bayes factor?
How is the posterior odds ratio related to the prior odds ratio and the Bayes factor? Give an intuitive explanation.
How to calculate the Bayes factor? How to calculate the probabilities for the models?
What is the Jefferys-Lindley-Bartlett paradox?