Stat 583
References for Markov chain Monte Carlo
Papers
Gelfand, A. E. (1995) Gibbs Sampling (A contribution to the Encyclopedia of Statistical Sciences). University of Connecticut. Available as
Postscript.
Tierney, L. (1994) Markov Chains for exploring Posterior Distributions.
Annals of Statistics.
22, 1701-1762.
WWW site
Current research papers are referenced and linked to at the MCMC server at Cambridge
University.
Return to the Stat 583 syllabus page.
Return to the Stat 583 home page.