CAS Exam MAS-II Fall 2019, Question 36
Study guide: Exam MAS-II
You fit a model using MCMC and reviewed the results. You are presented with three potential problems and plausible solutions for those potential problems.
I. Potential Problem: Effective sample size is small as a result of autocorrelation of samples. Plausible Solution: Increase the number of iterations and thin the chain. II. Potential Problem: The sampling algorithm has not adapted. Plausible Solution: Reduce the number of warmup iterations per chain. III. Potential Problem: Your chain has converged but you are not certain that it converged in the correct region of the parameter space. Plausible Solution: Increase the number of iterations.
Determine which of the preceding represents both a potential problem and an appropriate plausible solution to that problem.
- A) I only
- B) II only
- C) III only
- D) I, II and III
- E) The answer is not given by (A), (B), (C), or (D)
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