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Why Mathematics? | Annealed Importance Sampling for Bayesian Reliability Models: Temperature Paths, Transition Kernels, Importance Weights and Evidence Ratios

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eduKateSG · Why Mathematics? · Annealed Importance Sampling for Bayesian Reliability Models: Temperature Paths, Transition Kernels, Importance Weights and Evidence Ratios

Start with the question, audit the worked example, or jump to the assumptions and practice. Every chapter stays open for uninterrupted reading.

Full chapter index · Practice and checking · Mathematics Learning Hub

Why mathematics is important becomes visible when ordinary importance sampling cannot bridge a simple reference distribution and a complex reliability posterior. Annealed importance sampling, introduced by Radford Neal, moves a particle through a sequence of intermediate distributions. Markov transitions help it follow the changing target, while a product of incremental density ratios produces an importance weight that corrects the path.

In a teaching example, one run has incremental factors 1.2, 0.8 and 1.5, giving weight 1.44. Three independent runs produce weights 1.44, 0.96 and 1.20; their arithmetic mean is 1.20, so the illustrative log normalising-constant ratio is log(1.20)=0.18232. The log of the mean must be computed after averaging weights. This guide develops paths, kernels, weights, variance, multimodality, censoring and validation.

Full chapter index

Chapters 1–5 · Understand the question
  1. Reference and target distributions
  2. Intermediate annealing path
  3. One AIS trajectory
  4. Incremental weight factors
  5. Worked weight 1.44
Chapters 6–10 · Reproduce the example
  1. Average of independent weights
  2. Worked log ratio 0.18232
  3. Markov transition kernels
  4. Transitions need not equilibrate fully
  5. Temperature schedule
Chapters 11–15 · Check assumptions
  1. Censored likelihood
  2. Log-weight accumulation
  3. Weight variability
  4. Importance effective sample size
  5. Unbiased ratio and biased log
Chapters 16–20 · Explore applications
  1. Multimodal targets
  2. Forward and reverse AIS
  3. Parallel computation
  4. Prior sensitivity
  5. Relation to simulated annealing
Chapters 21–25 · Study and verify
  1. Relation to sequential Monte Carlo
  2. Reproducibility
  3. Predictive validation
  4. Parent and student learning route
  5. Common misconceptions and next reading

CHAPTER 1 OF 25 · Understand the question

1. Reference and target distributions

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Start from the known reference distribution. Start from a distribution with a known normalising constant and end at the reliability posterior target. A proper prior serves as the reference and likelihood times prior as the target. This step matters because annealed paths, importance correction and reliability evidence require the mathematical object, prediction target and reliability question to stay aligned. An unknown or improper base constant prevents an absolute evidence estimate. State both endpoints.

A reproducible audit should record variables, units, observation boundaries, censoring codes, likelihood factorisation and software settings. Save every schedule, transition setting, seed and run-level log weight. Rebuild the displayed number from saved inputs before interpreting it. A result that cannot be reproduced is not ready to support a model comparison.

Try a small learning experiment: multiply three incremental factors, average three independent weights and compare log of the mean with mean log weight. Use reference and target distributions as the focus. Predict the direction of change before using software, alter one defensible input, and finish with two sentences: what the calculation supports, and what remains uncertain. This habit turns mathematics education into transferable problem-solving rather than formula recall.

Did You Know? The arithmetic mean of AIS weights targets a normalising-constant ratio, while averaging log weights targets a different quantity. That is why a careful report includes the construction, not only the final scalar.

Contents · Next chapter

CHAPTER 2 OF 25 · Understand the question

2. Intermediate annealing path

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Now move along the annealing path. Create distributions f_beta proportional to prior times likelihood to beta. Beta increases from zero to one. This step matters because annealed paths, importance correction and reliability evidence require the mathematical object, prediction target and reliability question to stay aligned. A schedule that changes too quickly produces volatile weights. Record every beta.

A reproducible audit should record variables, units, observation boundaries, censoring codes, likelihood factorisation and software settings. Average ordinary weights before taking a logarithm, using log-sum-exp for stability. Rebuild the displayed number from saved inputs before interpreting it. A result that cannot be reproduced is not ready to support a model comparison.

Try a small learning experiment: multiply three incremental factors, average three independent weights and compare log of the mean with mean log weight. Use intermediate annealing path as the focus. Predict the direction of change before using software, alter one defensible input, and finish with two sentences: what the calculation supports, and what remains uncertain. This habit turns mathematics education into transferable problem-solving rather than formula recall.

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CHAPTER 3 OF 25 · Understand the question

3. One AIS trajectory

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Importance weights correct each trajectory. Draw from the base, update the weight and apply transitions as the path advances. A particle moves through failure-rate parameter space. This step matters because annealed paths, importance correction and reliability evidence require the mathematical object, prediction target and reliability question to stay aligned. A trajectory is not an ordinary posterior chain. Keep path order explicit.

A reproducible audit should record variables, units, observation boundaries, censoring codes, likelihood factorisation and software settings. Verify that every transition kernel leaves its intermediate target invariant. Rebuild the displayed number from saved inputs before interpreting it. A result that cannot be reproduced is not ready to support a model comparison.

Try a small learning experiment: multiply three incremental factors, average three independent weights and compare log of the mean with mean log weight. Use one ais trajectory as the focus. Predict the direction of change before using software, alter one defensible input, and finish with two sentences: what the calculation supports, and what remains uncertain. This habit turns mathematics education into transferable problem-solving rather than formula recall.

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CHAPTER 4 OF 25 · Understand the question

4. Incremental weight factors

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Start from the known reference distribution. Each factor compares adjacent unnormalised targets at the current state. Likelihood to a beta increment supplies a positive multiplier. This step matters because annealed paths, importance correction and reliability evidence require the mathematical object, prediction target and reliability question to stay aligned. Evaluating the factor after the wrong transition changes the algorithm. Follow the defined convention exactly.

A reproducible audit should record variables, units, observation boundaries, censoring codes, likelihood factorisation and software settings. Inspect extreme-weight concentration, ESS and modal coverage across independent runs. Rebuild the displayed number from saved inputs before interpreting it. A result that cannot be reproduced is not ready to support a model comparison.

Try a small learning experiment: multiply three incremental factors, average three independent weights and compare log of the mean with mean log weight. Use incremental weight factors as the focus. Predict the direction of change before using software, alter one defensible input, and finish with two sentences: what the calculation supports, and what remains uncertain. This habit turns mathematics education into transferable problem-solving rather than formula recall.

Primary research: https://doi.org/10.1023/A:1008923215028. Read the authors’ definition and conditions before carrying the formula into a censored reliability model.

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CHAPTER 5 OF 25 · Understand the question

5. Worked weight 1.44

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Now move along the annealing path. Multiply factors 1.2, 0.8 and 1.5. The AIS weight is 1.44. This step matters because annealed paths, importance correction and reliability evidence require the mathematical object, prediction target and reliability question to stay aligned. Adding the factors gives no importance ratio. Reproduce the product and its log.

A reproducible audit should record variables, units, observation boundaries, censoring codes, likelihood factorisation and software settings. Repeat with denser schedules and reverse or alternative estimators when practical. Rebuild the displayed number from saved inputs before interpreting it. A result that cannot be reproduced is not ready to support a model comparison.

Try a small learning experiment: multiply three incremental factors, average three independent weights and compare log of the mean with mean log weight. Use worked weight 1.44 as the focus. Predict the direction of change before using software, alter one defensible input, and finish with two sentences: what the calculation supports, and what remains uncertain. This habit turns mathematics education into transferable problem-solving rather than formula recall.

QuantityValue
Incremental factors1.2, 0.8, 1.5
Run 1 weight1.44
Run 2 weight0.96
Run 3 weight1.20
Mean weight1.20
Log mean weight0.18232
Annealed-importance-sampling example.

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CHAPTER 6 OF 25 · Reproduce the example

6. Average of independent weights

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Importance weights correct each trajectory. Average weights across independent AIS runs to estimate the normalising-constant ratio. Weights 1.44, 0.96 and 1.20 average to 1.20. This step matters because annealed paths, importance correction and reliability evidence require the mathematical object, prediction target and reliability question to stay aligned. A median weight targets a different quantity. Keep every run.

A reproducible audit should record variables, units, observation boundaries, censoring codes, likelihood factorisation and software settings. Save every schedule, transition setting, seed and run-level log weight. Rebuild the displayed number from saved inputs before interpreting it. A result that cannot be reproduced is not ready to support a model comparison.

Try a small learning experiment: multiply three incremental factors, average three independent weights and compare log of the mean with mean log weight. Use average of independent weights as the focus. Predict the direction of change before using software, alter one defensible input, and finish with two sentences: what the calculation supports, and what remains uncertain. This habit turns mathematics education into transferable problem-solving rather than formula recall.

Did You Know? The arithmetic mean of AIS weights targets a normalising-constant ratio, while averaging log weights targets a different quantity. That is why a careful report includes the construction, not only the final scalar.

Contents · Previous chapter · Next chapter

CHAPTER 7 OF 25 · Reproduce the example

7. Worked log ratio 0.18232

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Start from the known reference distribution. Take log only after the arithmetic mean of ordinary weights. log(1.20) is about 0.18232. This step matters because annealed paths, importance correction and reliability evidence require the mathematical object, prediction target and reliability question to stay aligned. Averaging log weights and exponentiating generally differs by Jensen’s inequality. Use log-sum-exp for stability.

A reproducible audit should record variables, units, observation boundaries, censoring codes, likelihood factorisation and software settings. Average ordinary weights before taking a logarithm, using log-sum-exp for stability. Rebuild the displayed number from saved inputs before interpreting it. A result that cannot be reproduced is not ready to support a model comparison.

Try a small learning experiment: multiply three incremental factors, average three independent weights and compare log of the mean with mean log weight. Use worked log ratio 0.18232 as the focus. Predict the direction of change before using software, alter one defensible input, and finish with two sentences: what the calculation supports, and what remains uncertain. This habit turns mathematics education into transferable problem-solving rather than formula recall.

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CHAPTER 8 OF 25 · Reproduce the example

8. Markov transition kernels

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Now move along the annealing path. At each stage, use a kernel that leaves the current intermediate distribution invariant. A Metropolis update targets the current power posterior. This step matters because annealed paths, importance correction and reliability evidence require the mathematical object, prediction target and reliability question to stay aligned. A convenient move with the wrong invariant density biases AIS. Verify detailed balance or invariance.

A reproducible audit should record variables, units, observation boundaries, censoring codes, likelihood factorisation and software settings. Verify that every transition kernel leaves its intermediate target invariant. Rebuild the displayed number from saved inputs before interpreting it. A result that cannot be reproduced is not ready to support a model comparison.

Try a small learning experiment: multiply three incremental factors, average three independent weights and compare log of the mean with mean log weight. Use markov transition kernels as the focus. Predict the direction of change before using software, alter one defensible input, and finish with two sentences: what the calculation supports, and what remains uncertain. This habit turns mathematics education into transferable problem-solving rather than formula recall.

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CHAPTER 9 OF 25 · Reproduce the example

9. Transitions need not equilibrate fully

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Importance weights correct each trajectory. AIS correctness does not require an exact independent draw at every stage when kernels are valid, though poor movement raises variance. Several short Metropolis steps follow each beta. This step matters because annealed paths, importance correction and reliability evidence require the mathematical object, prediction target and reliability question to stay aligned. Zero mixing can produce extreme weights. Balance path length and movement.

A reproducible audit should record variables, units, observation boundaries, censoring codes, likelihood factorisation and software settings. Inspect extreme-weight concentration, ESS and modal coverage across independent runs. Rebuild the displayed number from saved inputs before interpreting it. A result that cannot be reproduced is not ready to support a model comparison.

Try a small learning experiment: multiply three incremental factors, average three independent weights and compare log of the mean with mean log weight. Use transitions need not equilibrate fully as the focus. Predict the direction of change before using software, alter one defensible input, and finish with two sentences: what the calculation supports, and what remains uncertain. This habit turns mathematics education into transferable problem-solving rather than formula recall.

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CHAPTER 10 OF 25 · Reproduce the example

10. Temperature schedule

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Start from the known reference distribution. Dense schedules make adjacent targets more similar. Two hundred beta values replace twenty. This step matters because annealed paths, importance correction and reliability evidence require the mathematical object, prediction target and reliability question to stay aligned. More stages cost computation and do not cure a wrong kernel. Pilot several schedules.

A reproducible audit should record variables, units, observation boundaries, censoring codes, likelihood factorisation and software settings. Repeat with denser schedules and reverse or alternative estimators when practical. Rebuild the displayed number from saved inputs before interpreting it. A result that cannot be reproduced is not ready to support a model comparison.

Try a small learning experiment: multiply three incremental factors, average three independent weights and compare log of the mean with mean log weight. Use temperature schedule as the focus. Predict the direction of change before using software, alter one defensible input, and finish with two sentences: what the calculation supports, and what remains uncertain. This habit turns mathematics education into transferable problem-solving rather than formula recall.

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CHAPTER 11 OF 25 · Check assumptions

11. Censored likelihood

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Now move along the annealing path. Incremental factors use the same failure-density and censoring-survival likelihood. A censored record contributes survival probability to every powered target. This step matters because annealed paths, importance correction and reliability evidence require the mathematical object, prediction target and reliability question to stay aligned. Changing censoring rules mid-path breaks the ratio. Unit-test observation contributions.

A reproducible audit should record variables, units, observation boundaries, censoring codes, likelihood factorisation and software settings. Save every schedule, transition setting, seed and run-level log weight. Rebuild the displayed number from saved inputs before interpreting it. A result that cannot be reproduced is not ready to support a model comparison.

Try a small learning experiment: multiply three incremental factors, average three independent weights and compare log of the mean with mean log weight. Use censored likelihood as the focus. Predict the direction of change before using software, alter one defensible input, and finish with two sentences: what the calculation supports, and what remains uncertain. This habit turns mathematics education into transferable problem-solving rather than formula recall.

Did You Know? The arithmetic mean of AIS weights targets a normalising-constant ratio, while averaging log weights targets a different quantity. That is why a careful report includes the construction, not only the final scalar.

Contents · Previous chapter · Next chapter

CHAPTER 12 OF 25 · Check assumptions

12. Log-weight accumulation

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Importance weights correct each trajectory. Add incremental log factors to avoid overflow and underflow. A long path has a log weight of -730. This step matters because annealed paths, importance correction and reliability evidence require the mathematical object, prediction target and reliability question to stay aligned. Direct multiplication becomes zero in floating-point arithmetic. Store and centre log weights.

A reproducible audit should record variables, units, observation boundaries, censoring codes, likelihood factorisation and software settings. Average ordinary weights before taking a logarithm, using log-sum-exp for stability. Rebuild the displayed number from saved inputs before interpreting it. A result that cannot be reproduced is not ready to support a model comparison.

Try a small learning experiment: multiply three incremental factors, average three independent weights and compare log of the mean with mean log weight. Use log-weight accumulation as the focus. Predict the direction of change before using software, alter one defensible input, and finish with two sentences: what the calculation supports, and what remains uncertain. This habit turns mathematics education into transferable problem-solving rather than formula recall.

Second authoritative source: https://doi.org/10.1023/A:1008923215028. Compare its prediction target, diagnostics and finite-sample cautions with this worked example.

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CHAPTER 13 OF 25 · Check assumptions

13. Weight variability

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Start from the known reference distribution. A few very large weights can dominate the estimator. One run contributes half the total estimated evidence. This step matters because annealed paths, importance correction and reliability evidence require the mathematical object, prediction target and reliability question to stay aligned. Many nominal runs can have little effective information. Plot weights and report concentration.

A reproducible audit should record variables, units, observation boundaries, censoring codes, likelihood factorisation and software settings. Verify that every transition kernel leaves its intermediate target invariant. Rebuild the displayed number from saved inputs before interpreting it. A result that cannot be reproduced is not ready to support a model comparison.

Try a small learning experiment: multiply three incremental factors, average three independent weights and compare log of the mean with mean log weight. Use weight variability as the focus. Predict the direction of change before using software, alter one defensible input, and finish with two sentences: what the calculation supports, and what remains uncertain. This habit turns mathematics education into transferable problem-solving rather than formula recall.

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CHAPTER 14 OF 25 · Check assumptions

14. Importance effective sample size

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Now move along the annealing path. Normalised AIS weights give an ESS summary. One over the squared-weight sum equals 18 from 1,000 runs. This step matters because annealed paths, importance correction and reliability evidence require the mathematical object, prediction target and reliability question to stay aligned. ESS does not detect every path or kernel error. Use it with repeated runs.

A reproducible audit should record variables, units, observation boundaries, censoring codes, likelihood factorisation and software settings. Inspect extreme-weight concentration, ESS and modal coverage across independent runs. Rebuild the displayed number from saved inputs before interpreting it. A result that cannot be reproduced is not ready to support a model comparison.

Try a small learning experiment: multiply three incremental factors, average three independent weights and compare log of the mean with mean log weight. Use importance effective sample size as the focus. Predict the direction of change before using software, alter one defensible input, and finish with two sentences: what the calculation supports, and what remains uncertain. This habit turns mathematics education into transferable problem-solving rather than formula recall.

Contents · Previous chapter · Next chapter

CHAPTER 15 OF 25 · Check assumptions

15. Unbiased ratio and biased log

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Importance weights correct each trajectory. Under the AIS construction, the average ordinary weight targets the ratio, while its logarithm has finite-sample bias. Repeated small ensembles underestimate log evidence on average. This step matters because annealed paths, importance correction and reliability evidence require the mathematical object, prediction target and reliability question to stay aligned. Calling log mean weight unbiased is incorrect. Separate ratio and log-scale properties.

A reproducible audit should record variables, units, observation boundaries, censoring codes, likelihood factorisation and software settings. Repeat with denser schedules and reverse or alternative estimators when practical. Rebuild the displayed number from saved inputs before interpreting it. A result that cannot be reproduced is not ready to support a model comparison.

Try a small learning experiment: multiply three incremental factors, average three independent weights and compare log of the mean with mean log weight. Use unbiased ratio and biased log as the focus. Predict the direction of change before using software, alter one defensible input, and finish with two sentences: what the calculation supports, and what remains uncertain. This habit turns mathematics education into transferable problem-solving rather than formula recall.

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CHAPTER 16 OF 25 · Explore applications

16. Multimodal targets

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Start from the known reference distribution. Annealing can help reach isolated modes when transitions move between them. Hot early stages explore two failure mechanisms. This step matters because annealed paths, importance correction and reliability evidence require the mathematical object, prediction target and reliability question to stay aligned. A rapid schedule can commit particles to one mode. Track modal coverage.

A reproducible audit should record variables, units, observation boundaries, censoring codes, likelihood factorisation and software settings. Save every schedule, transition setting, seed and run-level log weight. Rebuild the displayed number from saved inputs before interpreting it. A result that cannot be reproduced is not ready to support a model comparison.

Try a small learning experiment: multiply three incremental factors, average three independent weights and compare log of the mean with mean log weight. Use multimodal targets as the focus. Predict the direction of change before using software, alter one defensible input, and finish with two sentences: what the calculation supports, and what remains uncertain. This habit turns mathematics education into transferable problem-solving rather than formula recall.

Did You Know? The arithmetic mean of AIS weights targets a normalising-constant ratio, while averaging log weights targets a different quantity. That is why a careful report includes the construction, not only the final scalar.

Contents · Previous chapter · Next chapter

CHAPTER 17 OF 25 · Explore applications

17. Forward and reverse AIS

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Now move along the annealing path. Running a reverse construction from posterior draws provides complementary information and bounds in some contexts. Forward and reverse log estimates disagree. This step matters because annealed paths, importance correction and reliability evidence require the mathematical object, prediction target and reliability question to stay aligned. The reverse run needs appropriate posterior starting draws. Use disagreement diagnostically.

A reproducible audit should record variables, units, observation boundaries, censoring codes, likelihood factorisation and software settings. Average ordinary weights before taking a logarithm, using log-sum-exp for stability. Rebuild the displayed number from saved inputs before interpreting it. A result that cannot be reproduced is not ready to support a model comparison.

Try a small learning experiment: multiply three incremental factors, average three independent weights and compare log of the mean with mean log weight. Use forward and reverse ais as the focus. Predict the direction of change before using software, alter one defensible input, and finish with two sentences: what the calculation supports, and what remains uncertain. This habit turns mathematics education into transferable problem-solving rather than formula recall.

Contents · Previous chapter · Next chapter

CHAPTER 18 OF 25 · Explore applications

18. Parallel computation

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Importance weights correct each trajectory. Independent AIS trajectories can run concurrently. Hundreds of particles use separate workers. This step matters because annealed paths, importance correction and reliability evidence require the mathematical object, prediction target and reliability question to stay aligned. Parallel speed does not reduce weight degeneracy by itself. Aggregate diagnostics centrally.

A reproducible audit should record variables, units, observation boundaries, censoring codes, likelihood factorisation and software settings. Verify that every transition kernel leaves its intermediate target invariant. Rebuild the displayed number from saved inputs before interpreting it. A result that cannot be reproduced is not ready to support a model comparison.

Try a small learning experiment: multiply three incremental factors, average three independent weights and compare log of the mean with mean log weight. Use parallel computation as the focus. Predict the direction of change before using software, alter one defensible input, and finish with two sentences: what the calculation supports, and what remains uncertain. This habit turns mathematics education into transferable problem-solving rather than formula recall.

Contents · Previous chapter · Next chapter

CHAPTER 19 OF 25 · Explore applications

19. Prior sensitivity

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Start from the known reference distribution. The base prior determines the first distribution and affects evidence. A broad scale prior makes the early path harder. This step matters because annealed paths, importance correction and reliability evidence require the mathematical object, prediction target and reliability question to stay aligned. AIS does not make prior choice disappear. Repeat plausible priors.

A reproducible audit should record variables, units, observation boundaries, censoring codes, likelihood factorisation and software settings. Inspect extreme-weight concentration, ESS and modal coverage across independent runs. Rebuild the displayed number from saved inputs before interpreting it. A result that cannot be reproduced is not ready to support a model comparison.

Try a small learning experiment: multiply three incremental factors, average three independent weights and compare log of the mean with mean log weight. Use prior sensitivity as the focus. Predict the direction of change before using software, alter one defensible input, and finish with two sentences: what the calculation supports, and what remains uncertain. This habit turns mathematics education into transferable problem-solving rather than formula recall.

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CHAPTER 20 OF 25 · Explore applications

20. Relation to simulated annealing

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Now move along the annealing path. Both traverse temperatures, but AIS attaches importance weights for consistent estimation. An optimisation annealer seeks a mode without an evidence weight. This step matters because annealed paths, importance correction and reliability evidence require the mathematical object, prediction target and reliability question to stay aligned. Sharing a schedule does not make the purposes identical. Name the objective.

A reproducible audit should record variables, units, observation boundaries, censoring codes, likelihood factorisation and software settings. Repeat with denser schedules and reverse or alternative estimators when practical. Rebuild the displayed number from saved inputs before interpreting it. A result that cannot be reproduced is not ready to support a model comparison.

Try a small learning experiment: multiply three incremental factors, average three independent weights and compare log of the mean with mean log weight. Use relation to simulated annealing as the focus. Predict the direction of change before using software, alter one defensible input, and finish with two sentences: what the calculation supports, and what remains uncertain. This habit turns mathematics education into transferable problem-solving rather than formula recall.

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CHAPTER 21 OF 25 · Study and verify

21. Relation to sequential Monte Carlo

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Importance weights correct each trajectory. SMC carries a population with adaptive weights and resampling; AIS uses independent weighted trajectories without population resampling. Both can share intermediate targets and kernels. This step matters because annealed paths, importance correction and reliability evidence require the mathematical object, prediction target and reliability question to stay aligned. Algorithm labels should match the implemented mechanics. Compare cost and diagnostics.

A reproducible audit should record variables, units, observation boundaries, censoring codes, likelihood factorisation and software settings. Save every schedule, transition setting, seed and run-level log weight. Rebuild the displayed number from saved inputs before interpreting it. A result that cannot be reproduced is not ready to support a model comparison.

Try a small learning experiment: multiply three incremental factors, average three independent weights and compare log of the mean with mean log weight. Use relation to sequential monte carlo as the focus. Predict the direction of change before using software, alter one defensible input, and finish with two sentences: what the calculation supports, and what remains uncertain. This habit turns mathematics education into transferable problem-solving rather than formula recall.

Did You Know? The arithmetic mean of AIS weights targets a normalising-constant ratio, while averaging log weights targets a different quantity. That is why a careful report includes the construction, not only the final scalar.

Contents · Previous chapter · Next chapter

CHAPTER 22 OF 25 · Study and verify

22. Reproducibility

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Start from the known reference distribution. Save schedules, seeds, transition settings, every log weight and software versions. A second implementation reproduces the mean ratio. This step matters because annealed paths, importance correction and reliability evidence require the mathematical object, prediction target and reliability question to stay aligned. A final scalar alone cannot reveal degeneracy. Archive run-level output.

A reproducible audit should record variables, units, observation boundaries, censoring codes, likelihood factorisation and software settings. Average ordinary weights before taking a logarithm, using log-sum-exp for stability. Rebuild the displayed number from saved inputs before interpreting it. A result that cannot be reproduced is not ready to support a model comparison.

Try a small learning experiment: multiply three incremental factors, average three independent weights and compare log of the mean with mean log weight. Use reproducibility as the focus. Predict the direction of change before using software, alter one defensible input, and finish with two sentences: what the calculation supports, and what remains uncertain. This habit turns mathematics education into transferable problem-solving rather than formula recall.

Contents · Previous chapter · Next chapter

CHAPTER 23 OF 25 · Study and verify

23. Predictive validation

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Now move along the annealing path. An accurate evidence ratio does not prove future reliability predictions are calibrated. The selected model fails on hotter operating conditions. This step matters because annealed paths, importance correction and reliability evidence require the mathematical object, prediction target and reliability question to stay aligned. Evidence and deployment utility remain distinct. Test later data.

A reproducible audit should record variables, units, observation boundaries, censoring codes, likelihood factorisation and software settings. Verify that every transition kernel leaves its intermediate target invariant. Rebuild the displayed number from saved inputs before interpreting it. A result that cannot be reproduced is not ready to support a model comparison.

Try a small learning experiment: multiply three incremental factors, average three independent weights and compare log of the mean with mean log weight. Use predictive validation as the focus. Predict the direction of change before using software, alter one defensible input, and finish with two sentences: what the calculation supports, and what remains uncertain. This habit turns mathematics education into transferable problem-solving rather than formula recall.

Contents · Previous chapter · Next chapter

CHAPTER 24 OF 25 · Study and verify

24. Parent and student learning route

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Importance weights correct each trajectory. AIS connects exponents, Markov chains, products, averages and logarithms. Students can verify 1.44, 1.20 and 0.18232. This step matters because annealed paths, importance correction and reliability evidence require the mathematical object, prediction target and reliability question to stay aligned. The key is correction: a path can be approximate while weights target the right integral. Compare mean weight with mean log weight.

A reproducible audit should record variables, units, observation boundaries, censoring codes, likelihood factorisation and software settings. Inspect extreme-weight concentration, ESS and modal coverage across independent runs. Rebuild the displayed number from saved inputs before interpreting it. A result that cannot be reproduced is not ready to support a model comparison.

Try a small learning experiment: multiply three incremental factors, average three independent weights and compare log of the mean with mean log weight. Use parent and student learning route as the focus. Predict the direction of change before using software, alter one defensible input, and finish with two sentences: what the calculation supports, and what remains uncertain. This habit turns mathematics education into transferable problem-solving rather than formula recall.

Useful next reading: approach to learning mathematics, Bukit Timah Mathematics curriculum overview, cross-subject learning approach, nested likelihood-ratio guide, Mathematics Learning Hub, eduKate Mathematics Learning System. Choose the destination that matches the next question rather than treating links as a checklist.

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CHAPTER 25 OF 25 · Study and verify

25. Common misconceptions and next reading

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Start from the known reference distribution. Annealed importance sampling is not ordinary simulated annealing and its output is not an unweighted posterior sample. Valid kernels and correct incremental weights are essential. This step matters because annealed paths, importance correction and reliability evidence require the mathematical object, prediction target and reliability question to stay aligned. Extreme weights signal low information. Read Neal’s original paper and compare SMC samplers.

A reproducible audit should record variables, units, observation boundaries, censoring codes, likelihood factorisation and software settings. Repeat with denser schedules and reverse or alternative estimators when practical. Rebuild the displayed number from saved inputs before interpreting it. A result that cannot be reproduced is not ready to support a model comparison.

Try a small learning experiment: multiply three incremental factors, average three independent weights and compare log of the mean with mean log weight. Use common misconceptions and next reading as the focus. Predict the direction of change before using software, alter one defensible input, and finish with two sentences: what the calculation supports, and what remains uncertain. This habit turns mathematics education into transferable problem-solving rather than formula recall.

Quick answers

What must be fixed before comparing models? Use the same observations, censoring mechanism, time scale, likelihood convention and predictive unit.

Does a preferred value prove a model is true? No. The comparison is conditional on its candidates, data and assumptions.

Which mathematics matters? Algebra organises identities, logarithms stabilise products, probability represents uncertainty, variance measures instability and graphs expose influential cases.

How should a student practise? Preserve intermediate quantities, predict directions before calculating and change one input at a time.

What follows the comparison? Diagnostics, uncertainty analysis, posterior or predictive checks, later-data validation and a separate decision analysis when costs or safety matter.

Contents · Previous chapter · Mathematics Learning Hub

Extended practice laboratory

Practice case 1: Reference and target distributions

Setup: Use this chapter’s illustrative case: A proper prior serves as the reference and likelihood times prior as the target.

Task: State both endpoints.

Checking target: An unknown or improper base constant prevents an absolute evidence estimate.

Practice case 2: Intermediate annealing path

Setup: Use this chapter’s illustrative case: Beta increases from zero to one.

Task: Record every beta.

Checking target: A schedule that changes too quickly produces volatile weights.

Practice case 3: One AIS trajectory

Setup: Use this chapter’s illustrative case: A particle moves through failure-rate parameter space.

Task: Keep path order explicit.

Checking target: A trajectory is not an ordinary posterior chain.

Practice case 4: Incremental weight factors

Setup: Use this chapter’s illustrative case: Likelihood to a beta increment supplies a positive multiplier.

Task: Follow the defined convention exactly.

Checking target: Evaluating the factor after the wrong transition changes the algorithm.

Practice case 5: Worked weight 1.44

Setup: Use this chapter’s illustrative case: The AIS weight is 1.44.

Task: Reproduce the product and its log.

Checking target: Adding the factors gives no importance ratio.

Practice case 6: Average of independent weights

Setup: Use this chapter’s illustrative case: Weights 1.44, 0.96 and 1.20 average to 1.20.

Task: Keep every run.

Checking target: A median weight targets a different quantity.

Practice case 7: Worked log ratio 0.18232

Setup: Use this chapter’s illustrative case: log(1.20) is about 0.18232.

Task: Use log-sum-exp for stability.

Checking target: Averaging log weights and exponentiating generally differs by Jensen’s inequality.

Practice case 8: Markov transition kernels

Setup: Use this chapter’s illustrative case: A Metropolis update targets the current power posterior.

Task: Verify detailed balance or invariance.

Checking target: A convenient move with the wrong invariant density biases AIS.

Practice case 9: Transitions need not equilibrate fully

Setup: Use this chapter’s illustrative case: Several short Metropolis steps follow each beta.

Task: Balance path length and movement.

Checking target: Zero mixing can produce extreme weights.

Practice case 10: Temperature schedule

Setup: Use this chapter’s illustrative case: Two hundred beta values replace twenty.

Task: Pilot several schedules.

Checking target: More stages cost computation and do not cure a wrong kernel.