Introduction to Markov Chain Monte Carlo Charles J. Geyer • History • Markov Chains • Intuitions of MCMC • Elementary Theory of MCMC • The Metropolis-Hastings-Green Algorithm MCMC using Hamiltonian dynamics Radford M. Neal • History • Hamiltonian Dynamics • MCMC from Hamiltonian dynamics • HMC in practice and theory • Extensions of and Variations on HMC