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Tutorial for MCMC

May 7, 2012 at 1:42 PM

Hi everyone,

I'm a PhD student in statistics, and I'm interested in doing some Gibbs sampling using Math.NET Numerics.  Particularly, I am doing something similar to this paper: http://www.stats.bris.ac.uk/~peter/Align/ .

The documentation on MathNet.Numerics.Statistics.Mcmc seems a bit sparse.  Does anyone know where I could find some example code (or even better, a tutorial) on how to get started with Math.NET MCMC?  Are there any MCMC/Math.Net specific "best practices" or design patterns I should follow so my code will be more easily extendible in the future?

Thank you!