## Trans-dimensional Markov chain Monte Carlo

Peter Green's tutorial talk on trans-dimensional MCMC at the
SAMSI
workshop on Stochastic Computation, 25 September - 2 October 2002.

- Text slides for main part of the talk in
PostScript
and PDF
- Figures for main part of the talk in
PDF
- Slides for multiple change-point example in
PostScript
and PDF

### 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
http://www.stats.bris.ac.uk/~peter/Research.html