MCMC

Markov Chain Monte Carlo Method

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• This page contains all the relevant materials on Markov Chain Monte Carlo method, the presentation was given by internship student Chaoli Zhang (under supervision of Prof. Li Chen and Prof. Zhengyi Shao).

• The presentation slides can be found here

• All the examples demonstrated during the presentation can be found here:

1. Mathematica notebook 文件:SHAO.gz,
2. Python script on Bayesian inference of flipping the coins 文件:Mc.gz
3. and the animation on how Metropolis-Hastings algorithm samples 文件:Animation.gz.

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If you have any questions, feel free to contact author at jackzcl@outlook.com