MA8702: Reading list for discussion groups
Topic 1: Markov chain Monte Carlo techniques with a link to the software Stan
- D B Dunson, J E Johndrow, The Hastings algorithm at fifty, Biometrika, Volume 107, Issue 1, March 2020, Pages 1–23, https://doi.org/10.1093/biomet/asz066
- Betancourt, M. "A conceptual introduction to Hamiltonian Monte Carlo." arXiv preprint arXiv:1701.02434 (2017).
Topic 2: Gaussian random fields and Integrated nested Laplace approximations
- Heaton, M. J. et al. (2018). A case study competition among methods for analyzing large spatial data. Journal of Agricultural, Biological and Environmental Statistics, 24 398-425.
- Martino, S., & Riebler, A. (2014). Integrated nested Laplace approximations (INLA). Wiley StatsRef: Statistics Reference Online, 1-19.
Topic 3: Sequential Monte Carlo Methods
- Speekenbrink, M. (2016). A tutorial on particle filters. Journal of Mathematical Psychology, 73, 140-152.
- Katzfuss, M., Stroud, J. R., & Wikle, C. K. (2016). Understanding the ensemble Kalman filter. The American Statistician, 70(4), 350-357.