W.R. Gilks

I skimmed this one morning while I was on vacation in Portland and passing the time in the technical books annex to Powell's. MCMCiP is a compilation of articles describing various applications of MCMC. The only part I read was the first chapter, which is an excellent overview of Monte Carlo numeric evaluation, the Metropolis-Hastings algorithm, MCMC etc. and is accessible to anyone with a solid grounding in probability. This chapter would be a good starting place for people wanting to learn show more about this field. show less