Introduction to Bayesian Analysis Procedures
Tutorial and Review Papers on MCMC
Besag, J., Green, P., Higdon, D., and Mengersen, K. (1995). "Bayesian Computation and Stochastic Systems." Statistical Science 10:3–66. With discussion.
Casella, G., and George, E. I. (1992). "Explaining the Gibbs Sampler." American Statistician 46:167–174.
Chib, S., and Greenberg, E. (1995). "Understanding the Metropolis-Hastings Algorithm." American Statistician 49:327–335.
Chib, S., and Greenberg, E. (1996). "Markov Chain Monte Carlo Simulation Methods in Econometrics." Econometric Theory 12:409–431.
Kass, R. E., Carlin, B. P., Gelman, A., and Neal, R. M. (1998). "Markov Chain Monte Carlo in Practice: A Roundtable Discussion." Statistical Science 52:93–100.
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