MCMC
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Markov Chain Monte Carlo Method
- 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 File:MCMC.pdf
- All the examples demonstrated during the presentation can be found here:
- Mathematica notebook File:MCMC SHAO.gz,
- Python script on Bayesian inference of flipping the coins File:Mc.gz
- and the animation on how Metropolis-Hastings algorithm samples File:Animation.gz.
If you have any questions, feel free to contact author at jackzcl@outlook.com