Content deleted Content added
The algorithm applies to disributions of one or more variables, not two or more. |
No edit summary |
||
Line 63:
== References ==
* Bernd A. Berg. "Markov Chain Monte Carlo Simulations and Their Statistical Analysis". Singapore, World Scientific 2004.
* Chib, Siddhartha and Edward Greenberg: "Understanding the Metropolis–Hastings Algorithm". American Statistician, 49, 327–335, 1995
* W.K. Hastings. "Monte Carlo Sampling Methods Using Markov Chains and Their Applications", ''[[Biometrika]]'', 57:97-109, 1970.
| |||