Looking for examples from the MCMC family of ideas

manpreet Best Answer 3 years ago

I am teaching a "computation" course, where we get students to explore mathematics and statistics via a high-level programming language. So the course is less about mathematics proper, and more about computation, and the process of learning about mathematics.

I am looking for good examples of the form where the main ideas behind the techniques are easy to motivate, and yet the technique (aided with a computer) produces otherwise difficult-to-obtain results.

I've been hoping to find a good example from the MCMC family of ideas. Perhaps it's because I'm not terribly familiar with this branch of stats myself that I haven't developed good basic examples.

Perhaps this is a stretch, but in these family of ideas would there be a good, simple way of estimating the volume of an icosahedron?

I don't need examples quite that sophisticated. But I would like the examples to be intuitive-enough to stand on their own, but flexible enough so the student could have some idea of how to apply the technique to a wide variety of problems.

These students know linear algebra and multi-variable calculus, and a little bit about programming languages.