8/25/2025: This is a list of course materials. I will post new files and website links as we move through the course. Note that the week 1 handout (week 1 slides) is listed below (MonteCarlo_intro_handout.pdf). Please have it available in class on Monday, 8/25/25.
9/28/2025: Study guide for exam 1 is posted below.
11/4/2025: Main reading for MCMC, “Estimation via Markov Chain Monte Carlo,” is available at: http://dx.doi.org/10.1109/MCS.2003.1188770.
11/5/2025: MCMC convergence theory: “Stationarity and Convergence of the Metropolis-Hastings Algorithm: Insights into Theoretical Aspects,” https://dx.doi.org/10.1109/MCS.2018.2876959.