UMass professor Luc Rey-Bellet's stochastic processes lecture notes on Markov chains and MCMC
michaelchchoi · x · 2026-09-30
Instructor michaelchchoi shared three outstanding public lecture notes by UMass math professor Luc Rey-Bellet:
- Markov chains
- Poisson processes and continuous-time Markov chains
- Martingales
The author teaches MCMC, Metropolis-Hastings, and Gibbs sampling in his course, and briefly covers his own research on accelerating MCMC algorithms. A solid free resource for anyone building the probability and sampling foundations behind diffusion models and Bayesian methods.
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