Sampling

Content

• Motivation

  • Intractable distributions
  • Application - stock market, parameter inference

• Algorithms

  • Rejection sampling
  • Gibbs sampling
  • Metropolis Hastings sampler
  • Markov Chain Monte Carlo (just basic idea)

• Markov Chains

Supplementary material

Slides in PDF and Keynote coming soon. If you want to extract the equations from the slides you can do so by using LaTeXit, simply by dragging the equation images into it. ## Videos

See the YouTube playlist for available lecture videos. This is unedited video straight from a Lumix GF2 with a 20mm lens which should explain the sound (it doesn’t have a dedicated audio input) … But it should help as a supplement with the slides (YouTube typically makes the 1080i version available within 1 week of the upload).