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Week 5

Feb 4: Markov chain Monte Carlo method.

Supplementary materials:

nr_mcmc.pdf is an excerpt from the book: Numerical Recipes: The Art of Scientific Computing, 3rd Edition (Press et al. 2007). It provides a concise and mathematically motivated explanation how the Markov Chain Monte Carlo method works and includes a worked example as well. 
Heather Knutson,
Nov 21, 2017, 2:09 PM