(This article was originally published at Xi'an's Og » R, and syndicated at StatsBlogs.)
Over the past week, I wrote a short introduction to the Metropolis-Hastings algorithm, mostly in the style of our Introduction to Monte Carlo with R book, that is, with very little theory and worked-out illustrations on simple examples. (And partly over the Atlantic on my flight to New York and Columbia.) This vignette is intended for the Wiley StatsRef: Statistics Reference Online Series, modulo possible revision. Again, nothing novel therein, except for new examples.
Filed under: Books, Kids, R, Statistics, Travel, University life Tagged: Columbia University, Introducing Monte Carlo Methods with R, Metropolis-Hastings algorithm, mixture, New York city, testing as mixture estimation, vignette
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