Monte-Carlo

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Introduction
AIS
Generate R.V.
Gibbs
Markov Chain
MC Approximation
MC Integration
- Rao-Blackwellization
MC Optimization
MCMC
- MCMC diagnostics
Metropolis-Hastings
PBMCMC
RJMCMC
Diagnosing Convergence
SMCTC
Tempering
- Parallel Tempering
Misc
- R vs. Julia
References

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SMCTC

Sequential Monte Carlo in C++.

References

SMCTC: Sequential Monte Carlo in C++

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