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?
Books or papers on advanced statistic
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Re: Books or papers on advanced statistic
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.
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.