Ioana A. Cosma and Ludger Evers

The lecture notes will be handed out at the lectures. As photocopying the notes is much cheaper than printing them, please do not print out the notes.

All chapters | ||

Title Page and Table of Contents | ||

Chapter 1 only | ||

Chapter 2 only | ||

Chapter 3 only | ||

Chapter 4 only | ||

Chapter 5 only | ||

Chapter 6 only | ||

Chapter 7 only | ||

Chapter 8 only |

The lecture slides contain (almost) no information which is not also available in the lecture notes, so please do not print them: this would be a waste of paper.

Chapter 1 | |

Chapter 2 | |

Chapter 3 | |

Chapter 4 | |

Chapter 5 | |

Chapter 6 | |

Chapters 7 & 8 |

Markov Chains | ||

Tranformations and Rejection Sampling | ||

Importance Sampling | ||

Gibbs Sampling | ||

Metropolis-Hastings algorithm | ||

Markov Chains | ||

(due March 2nd at 11.59pm) | ||

Transformations, Rejection and Importance Sampling | ||

(due March 7th at 11.59pm) | ||

Gibbs Sampling and Metropolis-Hastings | ||

(due March 14th at 11.59pm) | ||