This is a collection of notes and simple R-code for various Gibbs samplers and other MCMC algorithms. Mainly indented for demonstration and pedagogical purposes.
- Factor Analysis Model as in Greenberg 2008
- Finite Mixture of Linear Regression Models as in Frühwirth-Schnatter (2006)
- Linear Regression Model (via Gibbs, HM and ABC MCMC)
- Probit Regression Model as in Albert/Chib (1993) and Imai/van Dyk (2005) with Marginal Likelihood using Chib (1995)
- Probit Regression Model with Varying Intercept