Trans-dimensional Markov chain Monte Carlo
Peter Green's tutorial talk on trans-dimensional MCMC at the
workshop on Stochastic Computation, 25 September - 2 October 2002.
- Text slides for main part of the talk in
- Figures for main part of the talk in
- Slides for multiple change-point example in
Other tutorial material on MCMC
- A Primer on Markov chain Monte Carlo (by P. J. Green), pp. 1-62 of
Complex Stochastic Systems,
Barndorff-Nielsen, O. E., Cox, D. R. and Kluppelberg, C. (eds.),
Chapman and Hall, London, (2001).
- Bayesian computation and stochastic systems
(by J. Besag, P. J. Green, D. Higdon and K. Mengersen),
Statistical Science, 10, 3-41.
With discussion (41-59) and rejoinder (59-66) (1995).
Recent research work by Peter Green, some using
trans-dimensional MCMC, can be found at