MCMC（Markov chain Monte Carlo）算法教程

http://civs.stat.ucla.edu/MCMC/MCMC_tutorial.htm http://www.soe.ucsc.edu/classes/cmps290c/Winter06/paps/mcmc.pdf http://public.lanl.gov/kmh/talks/maxent00b.pdf http://en.wikipedia.org/wiki/Markov_chain_Monte_Carlo -------------------------------------------------------------------------------- google keywords： MCMC tutorial -------------------------------------------------------------------------------- MCMC preprint service: http://www.statslab.cam.ac.uk/~mcmc/ -------------------------------------------------------------------------------- David MacKay's book (electronic version availiable): http://www.inference.phy.cam.ac.uk/mackay/itila/ Radford M. Neal's review: Probabilistic Inference using Markov Chain Monte Carlo Methods http://www.cs.toronto.edu/~radford/review.abstract.html