Exercises for Tue Mar 13

1. On Tue Mar 6, I went through Bernoulli and (nonhomogeneous) Poisson processes, and we discussed the updating of a Beta process to observed Bernoulli time points. There's an emerging Nils-Emil project here, of volume to be decided upon later, but at least it's clear how to analyse the cumulative intensity process for a given observed Bernoulli process. The extended Gamma might be used in lieu of the Beta process. I also started discussing Bayesian Kriging and Bayesian nonparametric regression.

2. Over the past 36 hours I've finally come round to work with my Bragel?fte, and have produced a 23-page preliminary version of "Nils Exercises and Lecture Notes" (so far version 0.31, as of 9-iii-2018), now placed at the course website. Over the coming weeks that Nils Collection will be suitable polished, supplemented, and extended. Comments from the Crowd of Eager Students are warmly welcomed, as always.

3. Exercises for Tue Mar 13: First, the Roman Era Egypt life-lengths exercise (on page 18 in current version), previously touched on, but now to be rounded off for us, with more detail. Then, do the exercuses on pages 20 and 21, with simulations from the Ornstein--Uhlenbeck process, and Bayesian Kriging, with the initial modest dataset given there.