Numerical Integration

Question 1

What is the difference between deterministic and stochastic methods

Answer 1

Deterministic calculate a single value, stochastic methods result in varying values

Question 2

Give a simple numerical integration technique

Answer 2

trapezoidal rule

Question 3

Give the Bayesian Central Limit Theorem

Answer 3

p(θ|y) ~= MVnorm(θhatp, Ip(y)^(-1))

Ip(y) = - second deriv of log posterior