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Line 199: == Further reading == * [[Bernd A. Berg]]. ''Markov Chain Monte Carlo Simulations and Their Statistical Analysis''. Singapore, [[World Scientific]], 2004. * [[Siddhartha Chib]] and Edward Greenberg: "Understanding the Metropolis–Hastings Algorithm". ''[[American Statistician]]'', 49(4), 327–335, 1995 * [http://www.tandfonline.com/doi/abs/10.1080/03610918.2013.777455#.VOk8J1PF9_c David D. L. Minh and Do Le Minh. "Understanding the Hastings Algorithm." Communications in Statistics - Simulation and Computation, 44:2 332-349, 2015] * Bolstad, William M. (2010) ''Understanding Computational Bayesian Statistics'', [[John Wiley & Sons]] {{ISBN\|0-470-04609-0}}

Metropolis–Hastings algorithm: Difference between revisions