Books or papers on advanced statistic

Post Reply
Guest

Books or papers on advanced statistic

Post by Guest » November 08 2006

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?

Antony Lewis
Posts: 1353
Joined: September 23 2004
Affiliation: University of Sussex
Contact:

Re: Books or papers on advanced statistic

Post by Antony Lewis » November 08 2006

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.

Post Reply