Agenda:
Discuss application of MCMC.
Please review the paper posted last time and search for some applications that we can discuss. If you come across any interesting application, please do post it on this thread.
Just a summary of whatever we covered last time:
We started the discussion with a brief introduction on Markov Models, then we went on to Markov Chains, with an introductory treatment to Markov chains Monte Carlo, in the process of which we covered Rejection Sampling, Conditions for MCMC convergence, Metropolis Hastings Algorithm and Simulated Annealing in MCMC context.