Markov Chain Monte Carlo ; Stochastic Simulation for Bayesian Inference - 2. Ed. - Boca Raton, London, New York : Chapman and Hall/CRC, an Imprint of Taylor and Francis Group 2006 - xvii, 323 pp. - Texts in Statistical Science Series Carlin, Bradley P. (Ed.) Chatfield, Chris (Ed.) Tanner, Martin (Ed.) et al. .

from the Table of Contents: Preface to the second edition; Preface to the first edition; Introduction; Stochastic simulation; Bayesian inference; Approximate methods of inference; Markov chains; Gibbs sampling; Metropolis-Hasting algorithms; Further topics in MCMC; References; Author index; Subject index;

1-58488-587-4

Bayesian statistical decision theory

Markov processes

Monte Carlo method

519 Probabilities and applied mathematics