“A vignette on Metropolis” (Christian Robert)

This is a very welcome addition by a master of Bayesian computation, providing a great, brief answer for many of my colleagues who ask, “What’s this MCMC thing about anyway?”

Xi'an's Og

Over the Atlantic, Dec. 14, 2010Over the past week, I wrote a short introduction to the Metropolis-Hastings algorithm, mostly in the style of our Introduction to Monte Carlo with R book, that is, with very little theory and worked-out illustrations on simple examples. (And partly over the Atlantic on my flight to New York and Columbia.) This vignette is intended for the Wiley StatsRef: Statistics Reference Online Series, modulo possible revision. Again, nothing novel therein, except for new examples.

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About ecoquant

See https://wordpress.com/view/667-per-cm.net/ Retired data scientist and statistician. Now working projects in quantitative ecology and, specifically, phenology of Bryophyta and technical methods for their study.
This entry was posted in Bayes, Bayesian, Gibbs Sampling, JAGS, MCMC, optimization, probabilistic programming, statistics, stochastic algorithms, stochastic search. Bookmark the permalink.

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