3 ms·
Good book but I'd like to see more detailed explanation of MCMC inner workings. I'm very uncomfortable with using mathematical blackboxes I don't understand. C
by gtt 13y ago
Good book but I'd like to see more detailed explanation of MCMC inner workings. I'm very uncomfortable with using mathematical blackboxes I don't understand. Can anyone suggest a good introductory textbook into MCMC?
- aaronharnly 13y agoIt has much more than MCMC, but the "Probabilistic Graphical Models" textbook by Daphne Koller (of Coursera) and Nir Friedman is a thorough introduction to the subject. It includes a discussion of MCMC that will leave you with a deeper understanding than the typical shallow treatment. As an alternative, you can try watching about 90 minutes of lecture starting here: https://class.coursera.org/pgm-003/lecture/71 https://class.coursera.org/pgm-003/lecture/71 but it will drop you right into the fray without much context.
- gtt 13y agoThank you, this looks exactly like the book I need.