My Ph.D. thesis, entitled “Towards Automatic Reversible Jump Markov Chain Monte Carlo” was submitted in November, 2004. I had a successful viva in March, 2005 and will graduate in July, 2005.

The research presented in my thesis focuses on computational statistics, in particular Markov chain Monte Carlo (MCMC) algorithms. The thesis provides an introduction to MCMC, with a particular focus on reversible jump MCMC (RJMCMC).  An example of RJMCMC applied to a problem in biology is detailed, before moving on to innovative developments in the area of adaptive MCMC samplers. These adaptive samplers are embraced in the design of AutoMix sampler, which provides the first steps towards an automatic RJMCMC sampler.

My thesis is available for dowloading here:

Thesis (PDF document)

The file is large (2.4MB) so be warned if you have a slow connection.

Please note that the AutoMix sampler presented in the thesis is available for download by clicking on the AutoMix link in the left hand menu.