Some info about MCMC and JAGS

• For an introduction to MCMC, Metropolis and Gibbs sampler:
  C. Andrieu et al., An introduction to MCMC for Machine Learning, Machine Learning, 50 (2003) 5-43,
  https://doi.org/10.1023/A:1020281327116
• R: download and install
  (More on R in this web site)
• Install JAGS (Just Another Biggs Sampler)
• rjags (Those who use Python might want to use pyjags)
  (More on JAGS/rjags in this web site)
• Some simple examples (just run the script to check that everything is well installed)
  • simple_simulations.R
    (JAGS `improperly' used as random generator, to generate quantities following normal, binomial, Poisson and exponential distributions)
• Please install also the R package coda.
  (In order to check that it is installed use the R command library(coda): if you get no warning message it is ok)