MAS8391, MMathStat Projects



Lecture notes etc. for background reading

[Get Acrobat Reader] My projects usually use Bayesian inference and (almost certainly) Markov chain Monte Carlo (MCMC) methods. These are numerical methods for evaluating posterior distributions. Therefore, below, I have given links to some very brief notes on MCMC (copy and paste from some old lecture notes) and the complete notes for the 2012-13 version of my section of MAS8303. The first half of MAS8303, given by Dr Shi, covered the principles of MCMC. The ``Brief Introduction'' is instead of that. You don't need to know all of the theory at this stage. The second half of MAS8303, which I taught, was really about practical applications and this is probably of more interest at this stage so all of the notes are given here.