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Presentation on MCMC options

Cole Monnahan, Jim Thorson, and Ian Taylor gave a talk (Feb-27-2013) detailing options for MCMC in ADMB, and when and how they should be used. Shows the mcrb and mcprobe algorithms, as well as demonstrating the MCMCMC and hybrid methods.

PDF document icon ADMB_MCMC_options.pdf — PDF document, 2062 kB (2111902 bytes)