Metropolis–Hastings algorithm: Difference between revisions

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== References ==

* Chib, Siddhartha and Edward Greenberg: "Understanding the Metropolis–HastingsMetropolis–Hastings Algorithm". American Statistician, 49, 327–335327–335, 1995

* W.K. Hastings. "Monte Carlo Sampling Methods Using Markov Chains and Their Applications", ''Biometrika'', 57:97-109, 1970.

* N. Metropolis, A.W. Rosenbluth, M.N. Rosenbluth, A.H. Teller, and E. Teller. "Equations of State Calculations by Fast Computing Machines". ''Journal of Chemical Physics'', 21:1087-1091, 1953.