MSc in Applied Statistics: MCMC module MT 2015
Eight lectures in the SPR 1 lecture theatre and two 1.5-hour practicals in the SPR1 Labs.
Sample solutions to the assessed practical from Week 8 MT15 are available here and below.
Lectures 3-4: Rejection (continued); Importance sampling and variance reduction;
Prof Ripley’s lecture notes from 2013 are recommended reading for lecture 8, which is based on these notes.
I have arranged classes in week 6 and 8, Fridays 11:30-12, 12-12:30 and 1-1:30
GammaMixtureData.txt, and sample solutions to the second exercise and sample solutions to the
third assessed exercise. My solution is just one of many ways to complete the exercise satisfactorily.
Here is a temporary link to the jags user manual for the first exercise in the week 8 practical.
C.P. Robert and G Casella, ``Introducing Monte Carlo Methods with R'
W. Venables and B.D. Ripley, “Modern Applied Statistics with S”, ISBN 0- 387-95457-0
"Anyone who can do solid statistical programming will never miss a meal."
(Prof David Banks 2008)
"I keep saying that the sexy job in the next 10 years will be statisticians."
(Hal Varian, Chief Economist at Google)
"Hal was right, but they didn’t call it 'Statistics'." (Prof David Hand, 2012,
referring to the many names – Data Assimilation, Quantitative Analysis, Big Data,
Data Analysis, Data Science - we have for 'Statistics')