CAS Exam MAS-II Fall 2018, Question 18
Study guide: Exam MAS-II
You are given the following statements regarding Hamiltonian MCMC.
- I. It is possible to use a relatively small number of effective posterior samples if you are only trying to measure the posterior mean.
- II. It is always necessary to run multiple chains to make inferences from the posterior distribution.
- III. In general, using weakly informative priors will improve the efficiency of the sampling compared to non-informative priors.
Determine which of the above statements are true.
- A) None are true
- B) I and II only
- C) I and III only
- D) II and III only
- E) The answer is not given by (A), (B), (C), or (D)
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