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发帖数: 55 | 1 1. Show that if a discrete time Markov chain satis es detailed balance and
C(t) is the time t lag auto-covariance function in equilibrium, then C(2t)
>=for all t.
2 Suppose f(x), g(x), and h(x) are three probability densities with
f(x)
g(x) c ; and g(x)
h(x) c ;
for all x. Suppose we have an h sampler and want an f sampler based on
rejection from h. Consider the following two methods:
Direct method: Generate h samples and accept with probability pro-
portional to f(x)=h(x).
Indirect method |
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