Introduction to Markov chain Monte Carlo

  1. Home
  2. Teaching
  3. Seminars
Speaker:  Prof. Alessandra Guglielmi - Dipartimento di Matematica F. Brioschi, Politecnico di Milano
  Friday, May 6, 2011 at 9:00 AM (9.00-13.00) Aula Seminari T.21, Palazzina 32
- Bayesian computations: Monte Carlo and MCMC methods.
- Some theory on general state space Markov Chains.
- An introduction to Metropolis-Hastings and Gibbs sampler algorithms.
- Examples using R and WinBUGS.
- Checking the convergence with coda.
Programme Director
Marco Minozzo
External reference
Publication date
May 19, 2011

Studying

Share