A Practical Guide to MCMC Part 2: Further Resources

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If you are coming here Part 1 then I’m sorry to tell you that this is not the fully fleshed out post you were hoping for. If you are coming here directly, good for you going straight to the “Part 2”, but alas you may be disappointed.

Part 1 was written when I was finishing up my postdoc career and was still fresh in my MCMC techniques. Since then I got a new job in Data Science and haven’t had a lot of time to get back to blogging and have not done any MCMC since my postdoc days. However, I have gotten a fair number of requests for more information about advanced MCMC techniques and this post is my weak attempt to disseminate some further resources for you, though they may be a bit more academic than the last post.

MCMC Resources

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