Wednesday, October 7, 2009

Markov Chain Monte Carlo (1)

Understanding the Metropolis-Hastings Algorithm
Author(s): Siddhartha Chib and Edward Greenberg
Source: The American Statistician, Vol. 49, No. 4 (Nov., 1995), pp. 327-335
Published by: American Statistical Association
Stable URL: http://www.jstor.org/stable/2684568

Explaining the Gibbs Sampler
George Casella; Edward I. George
The American Statistician, Vol. 46, No. 3. (Aug., 1992), pp. 167-174.Stable URL:http://links.jstor.org/sici?sici=0003-1305%28199208%2946%3A3%3C167%3AETGS%3E2.0.CO%3B2-R

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