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.

Why is it important to warm up a sampler?

What does it mean for a model to be nonidentifiable?

Did you read the solutions to homework 2?

Write down any questions you may have.