In article <[EMAIL PROTECTED]>,
[EMAIL PROTECTED] wrote:
#On Mon, 27 Nov 2000 04:44:39 -0000, [EMAIL PROTECTED] (Faheem
#Mitha) wrote:
#
#>Dear people,
#>
#>I only know of one basic book covering MCMC stuff, and that is "Markov
#>Chain Monte Carlo in practice" by Gilks, Richardson and
#>Spiegelhalter. Does anyone have any other suggestions?
#>
#>Also, if you know of any online downloadable notes or anything like
#>that on MCMC, I would be interested.
#>
#>Email copies of any response to me at [EMAIL PROTECTED] would be
#>greatly appreciated.
#>
#> Sincerely, Faheem Mitha.
#
#Here are some useful books:
Also, Gamerman, Dani: Markov Chain Monte Carlo (Chapman & Hall, 1997).
For reversible jump MCMC on models with varying numbers of parameters, I
have found the paper by Dellaportas, Forster and Ntzoufras to be
unusually useful...Dellaportas P., Forster J.J., Ntzoufras I. (2000). On
Bayesian Model and Variable Selection Using MCMC. To appear in
Statistics and Computing. This used to be on his website but (I am
pleased to note) has now been accepted for publication. If you contact
Petros directly you can probably get a copy:
http://stat-athens.aueb.gr/~ptd/home.htm
Bill
--
Bill Jefferys/Department of Astronomy/University of Texas/Austin, TX 78712
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