### Simulation II: Monte Carlo and Markov Chains (Introduction to Statistical Computing)

Lecture
18: the Monte Carlo method for numerical integration; Monte Carlo for
expectation values; importance sampling. Markov chains: definition, the roots
of the Markov property; asymptotics of Markov chains via linear algebra; Markov
chains and graphs; the law of large numbers (ergodic theorem) for Markov
chains.

Introduction to Statistical Computing

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