• Markov chain Monte Carlo simple example. As part of a short introduction to MCMC during a presentation, I wrote a simple MCMC example. I now find myself going back to these slides when I help people who are learning about the Metropolis-Hastings algorithm for the first time. The slides are available HERE, and the R source code is avaiable HERE. A good exercise for those who are new to MCMC is to recreate the example in R (or whatever language), referencing the R source code as needed.