This repository contains an R Markdown file showcasing algorithms for generating samples and estimating parameters using Markov Chain Monte Carlo (MCMC) methods. Code examples here are from my coursework for STATS 102C (Intro to Monte Carlo Methods) at the University of California, Los Angeles (UCLA) and demonstrate applications of MCMC methods in solving statistical problems.
- Understand fundamentals of Monte Carlo methods through implementation of various algorithms for statistical computing.
- Analyze the efficiency and accuracy of different MCMC methods.
- Course Name: STATS 102C - Introduction to Monte Carlo Methods
- Institution: University of California, Los Angeles (UCLA)
- Instructor: Guani Wu