CCSR, University of Manchester - 2-day short course:
Markov Chain Monte Carlo (MCMC) Methods
29-30th March 2010
Cost: £350 (£250 for those from educational institutions)
Course Summary:
Markov Chain Monte Carlo (MCMC) methods are now used extensively in both frequentist and Bayesian statistics. MCMC is most commonly used to obtain estimates of summary statistics, model parameters, and their standard errors (posterior variances). In some situations, MCMC estimates are known to have more desirable statistical properties than those obtained with other methods, such as moments and Iterative Generalised Least Squares. For example, when fitting multilevel logistic models. However the application of MCMC methods requires some careful consideration; especially in deciding the starting values for the process and assessing when the estimates have converged.
As well as providing a theoretical background, there will also be practical sessions including setting up MCMC estimation in R, using MCMC estimation in statistical modelling and small area estimation.
For further information and booking, please visit: http://www.ccsr.ac.uk/courses/mcmc/
Any queries, please contact Katey Matthews: [log in to unmask] (0161 275 4736)
Katey Matthews
CCSR
University of Manchester
Ground Floor, Humanities Bridgeford Street
Oxford Road
Manchester
M13 9PL
Tel: 0161 275 4736
Fax: 0161 275 4722
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