Textbooks

Except for Perfect Simulation, all the textbooks and notes on this page are free to download and print for classroom use.

Perfect Simulation

Perfect Simulation is a text aimed at the upper division undergraduate/first or second year graduate student crowd. It begins with a general introduction to Markov chain Monte Carlo, but quickly moves into how to use perfect simulation algorithms to solve problems. A wide variety of perfect simulation methods are covered, including Acceptance/Rejection, Coupling from the Past, Fill's algorithm, FMMR, the Randomness Recycler, Partially Recursive Acceptance Rejection, Sequential Acceptance Rejection, Multishift coupling, Multigamma coupling, Retrospective sampling, and many more!

Also covered are techniques for using perfect samples for rigorous estimation, including the Tootsie Pop Algorithm and the Paired Product Estimator. The publisher is CRC Press and you can order it through Amazon. Please check back here for updates and further information, or drop me an email if you'd like to know more!

Open Access Texts

All of my other texts are available free of charge for use as textbooks at the college level. These texts are all designed for a one semester course, although many contain one or two extra chapters so that the topics covered do not quite fit in a semester, along with supplemental material at the end. These texts change as I update them with corrections and new problems. Please let me know if you find errors!