* Bolstad, William M. (2010) ''Understanding Computational Bayesian Statistics'', [[John Wiley & Sons]] {{ISBN|0-470-04609-0}}
== External links ==
* [http://xbeta.org/wiki/show/Metropolis-Hastings+algorithm Metropolis-Hastings algorithm on xβ]
* [https://web.archive.org/web/20110405024000/http://www.quantiphile.com/2010/11/01/metropolis-hastings/ Matlab implementation of Random-Walk Metropolis]
* [http://blog.abhranil.net/2014/02/08/r-code-for-multivariate-random-walk-metropolis-hastings-sampling/ R implementation of Random-Walk Metropolis]
* [https://github.com/kirill77/SimpleMetropolisCheck unbiased Metropolis sampling] Simple Visual C++ project which showcases numerical integration using Metropolis sampling without burn-in samples and without bias. Uses idea from Ph.D. thesis of Eric Veach "ROBUST MONTE CARLO METHODS FOR LIGHT TRANSPORT SIMULATION"
