{ "cells": [ { "cell_type": "markdown", "metadata": {}, "source": [ "# Homework 5.1: MCMC with Boolean data with Stan (25 pts)\n", "\n", "
" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "**a)** In [Problem 4.1](../04/hw4.1.ipynb), you got samples out of a bivariate Normal distribution with mean $\\boldsymbol{\\mu} = (10, 20)$ and a covariance matrix of\n", "\n", "\\begin{align}\n", "\\mathsf{\\Sigma} = \\begin{pmatrix}\n", "4 & -2 \\\\\n", "-2 & 6\n", "\\end{pmatrix}\n", "\\end{align}\n", "\n", "using your own sampler. Now, draw 1000 samples out of that distribution using Stan and plot the samples. First do it using Stan's built-in random number generator. Then, do it using Stan's MCMC sampler.\n", "\n", "**b)** In [Problem 4.2](../04/hw4.2.ipynb) part (c), we asked you to do the problem using Stan for practice. Now it is real! Repeat [Problem 4.2](../04/hw4.2.ipynb), but use Stan to do it. You do not need to do prior predictive checks nor posterior predictive checks for this problem; you may simply acquire the necessary samples." ] } ], "metadata": { "kernelspec": { "display_name": "Python 3 (ipykernel)", "language": "python", "name": "python3" }, "language_info": { "codemirror_mode": { "name": "ipython", "version": 3 }, "file_extension": ".py", "mimetype": "text/x-python", "name": "python", "nbconvert_exporter": "python", "pygments_lexer": "ipython3", "version": "3.11.5" } }, "nbformat": 4, "nbformat_minor": 4 }