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David Mackay covers MCMC in his exhaustive book titled "Information Theory, Inference, and Learning Algorithms" available for free here: http://www.inference.ph
by levesque 13y ago
David Mackay covers MCMC in his exhaustive book titled "Information Theory, Inference, and Learning Algorithms" available for free here: http://www.inference.phy.cam.ac.uk/itprnn/book.html http://www.inference.phy.cam.ac.uk/itprnn/book.html
They are covered near the end of the book. It should be enough to familarize yourself with and understand the basic concepts of MCMC. Anything more in-depth will require a strong mathematical background.
BTW : There are probably a ton of books that cover MCMC out there - that's just one I liked and which is freely downloadable.
- gtt 13y agoI have some background (grad student in cfd, thinking about switching to some sort of data analysis later on) but my measure theory and probability skills are rusty (on the other hand numerical linear algebra, functional calculus and complex analysis are superb). What would be a good book for my level?
- mariuskempe 13y agoYou'll have no trouble.
- mariuskempe 13y agoI'm sorry! I misread your question as 'Would this be a good book for my level?'.
- gtani 13y agoYou can also get a PDF of Barber's BRML or look in Murphys ML text, which isn't freely available as PDF Check inside title page, make sure you get 3rd printing of Murphy's: http://www.cs.ubc.ca/~murphyk/MLbook/errata.html http://www.cs.ubc.ca/~murphyk/MLbook/errata.html http://web4.cs.ucl.ac.uk/staff/D.Barber/pmwiki/pmwiki.php?n=Brml.HomePage http://web4.cs.ucl.ac.uk/staff/D.Barber/pmwiki/pmwiki.php?n=...
- blake8086 13y agoI can honestly say this book changed the way I think about everything. I can't recommend it highly enough.