- 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:
- Miscellaneous: