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Introduction to Monte Carlo Markov Chains (MCMC)

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Version 2 2017-06-05, 21:30
Version 1 2017-05-28, 10:44
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posted on 2017-06-05, 21:30 authored by Steven BellanSteven Bellan
This lecture provides a step by step explanation of the purpose and process of parameter estimation using MCMC integration. The lecture contains a series of videos to break down the algorithm and also shows how tuning MCMC samplers can affect convergence. The example starts with simple one parameter estimation and then moves on to two parameter estimation with block sampling when fitting an HIV transmission model to time series data on HIV prevalence.

Funding

NIH R25GM102149

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