Teaching Markov Chains Using Java Applets

• Activity Number: 558 - Innovations in Teaching Undergraduate Probability
• Type: Invited
• Date/Time: Wednesday, August 1, 2018 : 2:00 PM to 3:50 PM
• Sponsor: Section on Statistical Education
• Author(s): Jeffrey S Rosenthal*
• Companies: University of Toronto
• Keywords: Java applet; Markov chain; gambler's ruin; Markov chain Monte Carlo; MCMC; Adaptive MCMC

Abstract

We describe our use of Java applet graphical computer simulations to teach such Markov chain concepts as gambler's ruin probabilities, Markov chain Monte Carlo (MCMC) algorithms, and even research topics such as Adaptive MCMC.