Professor of Stochastic Modelling
School of Mathematics & Statistics
Newcastle University
MAS451: Principles of statistics
Part 2: Stochastic simulation and MCMC
Richard has a page for
MAS451: Part 1
.
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/