Recent content by chris ball

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    Metropolis Algorithm - Why does it work?

    I recommend the third edition of the book Understanding Probability (Cambridge University Press, 2012) by Henk Tijms. The author provides a very clear explanation of Markov chain Monte Carlo simulation. The explanation of the Metropolis algorithm allows one to understand how to construct an...
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    What is the best introductory book on probability?

    [Mentor's note: I have deleted some misinformation.] Henk Tijms, Understanding Probability, second edition, Cambridge University Press, 2007.
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