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by npk
6099 days ago
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If you want to learn how to implement MCMC I recommend: Bayesian Logical Analysis Physical Sciences by Gregory Gregory's book explains a lot more of the engineering (autocorrelations, step size jumping, etc..). Even better, it discusses how to perform model selection using a clever annealing technique. Though model selection may not be of interest to you. ps - MacKay's book is my nightly reading, so I'm not dissing MacKay :) |
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