Abstract
Markov Chain Monte Carlo (MCMC) is a computer-intensive statistical tool that has received considerable attention over the past few years. Using MCMC theory, it is often quite simple to write efficient algorithms for sampling from extremely complicated target distributions; thus, it is not difficult to understand why these techniques have found important applications in a vast number of different areas. Although the literature on MCMC methods is growing rapidly, the excellent book by Gilks, Richardson and Spiegelhalter (1996) provides a good starting point for the interested reader.
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