Inference methods

• Inferring the (mu,sigma) of a Gaussian distribution by complete enumeration (uses gnuplot)
• K-means clustering
(uses octave)
• Monte Carlo: demonstration of importance sampling, rejection sampling, metropolis method and slice sampling
(uses octave)
• Gibbs sampling - Inferring the (mu,sigma) of a Gaussian distribution or a mixture of Gaussians (uses octave)
• Markov Chain Monte Carlo: demonstration of the Metropolis method (uses perl (version 4) and gnuplot)
• Markov Chain Monte Carlo: demonstration of the Overrelaxation method
• Markov Chain Monte Carlo: Hybrid Monte Carlo demo (fit.tar)
• Bayesian Inference for the Luria-Delbruck distribution (octave file, luria0.m)
• Superb Ising model site with lots of different sampling methods. | Local copy
• EXACT SAMPLING:
  • D. B. Wilson's annotated bibliography of articles on exact sampling with Markov chains
  • Perfect tiling applets - A local copy of Jim Propp and Jason Woolever's exact sampling applets
  • An exact sampling project done by two undergrads from Caltech and me
• Radford Neal's website has lots of materials on Monte Carlo methods.
• The gR project (gR home) is an initiative with the purpose of providing facilities for graphical models within R.
• about Octave

The tcl programs and other links marked (*) can be run directly in netscape if you have got the tcl/tk plugin. You can also run the tcl programs in the normal way if you have a linux machine with X windows and tcl and you download the tcl files then execute them (this is preferable to the netscape approach, I think). [The top four lines of each tcl file contain flags which change the program from working with the netscape plugin to working alone under X.] The other programs can be used by people on unix systems that have the relevant software (perl, gnuplot, octave.)

• about Octave
• Another software package, recommended by a reader, is called J