Markov Chain Monte Carlo Methods

Posted in Science on July 19, 2008


Markov Chain Monte Carlo Methods

0. A fundamental theorem of simulation
1. Markov chain basics
2. Slice sampling
3. Gibbs sampling
4. Metropolis-Hastings algorithms
5. Variable dimension models and reversible jump MCMC
6. Perfect sampling
7. Adaptive MCMC and population Monte Carlo

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