|PDF Files||Contents||Planned Date|
|lecture1.pdf||Motivation for MCMC||September 28|
|lecture2.pdf||Stochastic Models and MCMC||October 5|
|lecture3.pdf||Discrete Structures and Gibbs Sampler||October 14 (Thursday)|
|lecture4.pdf||Hidden Markov Models: An Introduction to Dynamic Decision Making||November 11 (Thursday)|
|lecture5.pdf||Bayesian Statistics and Data Mining||November 23|
These topics are also interspersed with demonstrations in R. R is free software/platform for statistical computing and graphics, and our source code is made available for anyone interested in running it.
There are a large number of expository and research papers on MCMC methods and their applications. Quite a few of them are made available at
This presentation has been developed for a series of lectures at Tokyo Institute of Technology in 2010.
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