Markov Chain | Formula, Application & Examples

Lecture 16: Markov Chains I | Probabilistic Systems Analysis and Applied Probability | Electrical Engineering and Computer Science | MIT OpenCourseWare

Enhancing the Markov Chain Monte Carlo Method - Microsoft Research

Markov chain Monte Carlo. We wish to simulate a discrete random... | Filo

An article in the Journal of the American Statistical Association ["Markov Chain Monte Carlo Methods for Computing Bayes Factors: A Comparative Review" (2001, Vol. 96, pp. 1122-1132 ) analyzed the tabulated data on compressive strength parallel to the grain versus resin-adjusted density for specimens of radiata pine. The data are in Table E11-5. (a) Fit a regression model relating compressive strength to density. (b) Test for significance of regression with α=0.05. (c) Estimate σ^2 for this mode