Hi Ajay:
A casual search of google using terms like "MCMC", "Markov
Chains", "Monte
Carlo", and "tutorial" pulled up over 4000 hits. A few links that
may
interest you, I thought, like:
http://csep1.phy.ornl.gov/CSEP/MC/MC.html
http://www.stat.fi/isi99/proceedings/arkisto/varasto/gree0167.pdf
http://www.maths.soton.ac.uk/staff/Sahu/utrecht/
...
and so on.
This one's a good start IMHO:
http://www.statslab.cam.ac.uk/~mcmc/
Also, check out the following site since you love R:
http://www.bus.ualberta.ca/telrod/SToBugs.htm
HTH,
-Arin Basu
Kolkata, India
>
> Message: 22
> Date: Sun, 13 Jun 2004 11:54:49 +0530
> From: Ajay Shah <ajayshah at mayin.org>
... I've lusted after markov chain monte carlo many
times,> but never quite done it. Is there a child's guide to MCMC on the net
> that I can consume?
>
> Ajay Shah Consultant
> ajayshah at mayin.org Department of Economic Affairs
> http://www.mayin.org/ajayshah Ministry of Finance, New Delhi
>
>