The lecture gives an introduction to Markov chain Monte Carlo (MCMC) methods, in particular the Gibbs sampler as used in WinBUGS.
The lecture is largely based on Appendix B of [PNES], pp 271-276, but see also
P. J. Green (2001). A Primer on Markov Chain Monte Carlo. In Complex Stochastic Networks, O. E. Barndorff-Nielsen, D. R. Cox, C. Klüppelberg (eds). Chapman and Hall/CRC. pp 1-62.
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