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Books or papers on advanced statistic
 
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Anonymous






PostPosted: November 08 2006  Reply with quote

I would like to learn more on some issues in advanced statistic and Monte Carlo techniques such as: bayesian approach, MCMC techniques, Gibbs sampling, Blackwell-Rao estimator etc.
Can anybody recommend me some books or papers concerning these subjects?
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Antony Lewis



Joined: 23 Sep 2004
Posts: 1204
Affiliation: University of Sussex

PostPosted: November 08 2006  Reply with quote

David MacKay's book

http://www.inference.phy.cam.ac.uk/mackay/itila/

Also Radford Neal's 93 review. For refs see

http://cosmologist.info/cosmomc/cosmomc.bib

I also have

http://cosmologist.info/ISBN/0387952306

though I'm not sure how useful it would be.
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