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Reading 8: MCMC Algorithms and Considerations

Reading 8: MCMC Algorithms and Considerations#

For the class on Wednesday, February 7th

Reading assignments#

  1. Read the following sections of [BS17]:

    • Sec. 7.5 “Markov chain Monte Carlo”

      • All of its subsections, 7.5.1–7.5.5

      • You do not need to run the example program in Sec. 7.5.2.

Questions#

Hint

Submit your answer on Canvas. Due at noon, Wednesday, February 7th.

  1. List anything from your reading that confuses you. Explain why they confuse you. If nothing confuses you, briefly summarize what you have learned from this reading assignment.

  2. List three things that one might need to worry about when running a MCMC simulation.

    • If you list a jargon, use one sentence to briefly explain what it means.

    • There are more than three answers, but just list three here.

Discussion Preview#

Note

We will discuss the following questions in class. They are included here so that you have a chance to think about them before class. You need not submit your answers as part of this assignment.

  1. We will discuss how to modify, monitor, and improve the two-dimensional Ising model we implemented.

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