Professor of Stochastic Modelling
	School of Mathematics & Statistics
	Newcastle University

MAS451: Principles of statistics

Part 2: Stochastic simulation and MCMC

• Course description
• Course plan
• Class list

• Computer practicals (Implementation of stochastic simulation algorithms)
• Tutorial exercises (PDF)

• Lecture notes (PDF)
• Lecture notes (PostScript)

• Books:
  • Markov chain Monte Carlo (Gamerman)
  • Elements of simulation (Morgan)
  • Stochastic simulation (Ripley)
  • Bayesian statistics (Lee)
  • Statistical inference (Migon & Gamerman)
  • Bayesian inference (O'Hagan)
  • Gareth Roberts' notes on computer intensive statistical methods are relevant.
  • Julian Besag's notes on MCMC are also very useful.
• Programming:
  • R
  • C
  • BUGS
  • LISP-STAT
  • Python
  • Sather
• Miscellaneous:
  • Bayesian statistics group

		d.j.wilkinson@ncl.ac.uk
		http://www.staff.ncl.ac.uk/d.j.wilkinson/