Topic: Markov Chain Monte Carlo

Metropolis-Within-Gibbs Updates

Metropolis-Hastings Under Transformations and Constraints

Irreducibility, Aperiodicity, and MCMC Convergence

Invariant Distributions and Detailed Balance in MCMC

Initialization, Burn-In, and Warmup

Gibbs Sampling from Full Conditional Distributions

Gibbs Sampling for Discrete Graphical Models

Diagnosing Multimodality and Poor Mixing

Deriving the Metropolis-Hastings Acceptance Probability

Coupling Bounds for Finite-State MCMC