E3. To be completed after lesson 11

Exercise 3.1

a) Explain in words why being able to sample out of a probability distribution is useful.

b) Explain in words the basic idea behind Markov chain Monte Carlo.

Exercise 3.2

Why is it important to warm up a sampler?

Exercise 3.3

What does it mean for a model to be nonidentifiable?

Exercise 3.4

Did you read the solutions to homework 2?

Exercise 3.5

Write down any questions you may have.