Book for Markov Chain Monte Carlo methods

Question

Can anyone recommend a good book for MCMC? I have worked with HMMs, Markov Chains in the past but nothing on simulation. So something in the intermediate level would be great. Also, if you know of any introductory books on stochastic simulation, that would be great.

score 4 · Accepted Answer · edited Apr 20 '15 at 08:33

4

This is a book on MCMC which covers a lot of topics:

Handbook of Markov Chain Monte Carlo, edited by Brooks, Gelman, Jones, and Meng.

from Amazon

edited Apr 20 '15 at 08:33

littleO

51,938

answered Jan 18 '13 at 02:12

JACKY88

3,603

score 0 · Answer 2 · edited Apr 13 '17 at 12:44

0

The same question was asked in Cross validated there are more answers over there if you want to check them out!

edited Apr 13 '17 at 12:44

Community

1

answered Dec 03 '15 at 22:57

Rodrigo Zepeda

606

score 0 · Answer 3 · edited Aug 04 '19 at 04:16

0

"Statistical Mechanics" by Werner Krauth is a good book. Covers MCMC well in its initial chapters. [http://blancopeck.net/Statistics.pdf][1]

edited Aug 04 '19 at 04:16

nmasanta

9,222

answered Aug 04 '19 at 04:13

Akshay Kadidal

103

Book for Markov Chain Monte Carlo methods

3 Answers3

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