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Line 72: * 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. * 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'', 21:1087-1092, 1953. [[dx.doi.org/10.1063/1.1699114]] == External links ==

Metropolis–Hastings algorithm: Difference between revisions