Lecture notes repository - Samuel Livingstone

This is the repository of HTML lecture notes/research level tutorials of Samuel Livingstone, Lecturer in Statistical Science at University College London.

Contents

• Lecture notes on 0.5 unit Monte Carlo methods course, given in 2019/20
• Tutorial slides on Peskun's Theorem for MCMC, given in 2020
• Tutorial slides on Designing MCMC Proposals, given in 2020

MCMC Course @MIMUW

• Lecture 1
• Lecture 2
• Lecture 3
• Lecture 4
• Lecture 5
• Exercises