E5. To be completed after lesson 17

Exercise 5.1

Why is the number of effective independent samples made by a MCMC chain usually less than the total number of MCMC samples?

Exercise 5.2

How can locations of divergences be used to diagnose potential problems with the sampler?

Exercise 5.3

Are you ever guaranteed to properly sample a distribution with a finite number of MCMC steps? If you answered yes, you can stop. If you answered no, explain how this underscores the need for extensive diagnostics.

Exercise 5.4

Did you read the solutions to homework 4?

Exercise 5.5

Write down any questions you may have.