STAT 344 - SEMINAR IN DATA ANALYSIS

TOPIC FOR SPRING '04: DISCRETE MARKOV CHAIN MONTE CARLO

INSTRUCTOR: GEORGE COBB

George Cobb
gcobb@mtholyoke.edu
404C Clapp
Ext. 2401
Office hours: TBA

Chapter 1

Introduction to Discrete Markov Chain Monte Carlo

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Chapter 2

Randomization Tests

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Chapter 3

Convergence of the p-value Algorithm

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Chapter 4

Random Walks on Graphs

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Chapter 5

Markov Chains

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Chapter 6

The Metropolis Algorithm

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Chapter 7

Graph Walks via Random Swaps

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Chapter 8

Mixing Rates for Markov Chains

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Chapter 9

Geometric Bounds on Eigenvalues

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Department of Mathematics & Statistics | Mount Holyoke College
Last updated on Friday, November 12, 2004 12:30 PM .