Hi Ajay:

A casual search of google using terms like "MCMC", "Markov Chains", "Monte Carlo", and "tutorial" pulled up over 4000 hits. A few links that may interest you, I thought, like:

http://csep1.phy.ornl.gov/CSEP/MC/MC.html
http://www.stat.fi/isi99/proceedings/arkisto/varasto/gree0167.pdf
http://www.maths.soton.ac.uk/staff/Sahu/utrecht/
...
and so on.


This one's a good start IMHO:

http://www.statslab.cam.ac.uk/~mcmc/

Also, check out the following site since you love R:

http://www.bus.ualberta.ca/telrod/SToBugs.htm

HTH,

-Arin Basu
Kolkata, India



Message: 22 Date: Sun, 13 Jun 2004 11:54:49 +0530 From: Ajay Shah <[EMAIL PROTECTED]>
... I've lusted after markov chain monte carlo many times,
but never quite done it. Is there a child's guide to MCMC on the net
that I can consume?



Ajay Shah Consultant
[EMAIL PROTECTED] Department of Economic Affairs
http://www.mayin.org/ajayshah Ministry of Finance, New Delhi




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