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?