Reading and Computing

We will briefly look at some auxiliary variable methods and regenerative methods for MCMC. We may briefly discuss trans-dimensional samplers and perfect simulation, which are discussed in Sections 8.3 and 8.4 of Givens and Hoeting.

We will also take a brief look at bootstrapping, which Givens and Hoeting cover in Chapter 9. You should also look at the R package boot and find out what it can do.