Editing Gibbs sampling (section)

== References ==
* {{Citation
  | last1 = Bishop   | first1 = Christopher M.
  | title = Pattern Recognition and Machine Learning
  | year = 2006
  | publisher = Springer
  | isbn = 978-0-387-31073-2
  }}
* Bolstad, William M. (2010), ''Understanding Computational Bayesian Statistics'', John Wiley {{ISBN|978-0-470-04609-8}}
* {{Cite journal | doi = 10.2307/2685208| jstor = 2685208| title = Explaining the Gibbs Sampler| journal = The American Statistician| volume = 46| issue = 3| pages = 167| year = 1992| last1 = Casella | first1 = G. | last2 = George | first2 = E. I. | citeseerx = 10.1.1.554.3993}} (Contains a basic summary and many references.)
* {{Citation
 |first1=Alan E. |last1=Gelfand
 |first2=Adrian F. M. |last2=Smith
 |title=Sampling-Based Approaches to Calculating Marginal Densities
 |journal=[[Journal of the American Statistical Association]]
 |volume=85 |issue=410 |pages=398–409 |year=1990
 |mr=1141740 |doi=10.2307/2289776
 |jstor=2289776
}}
* [[Andrew Gelman|Gelman, A.]], Carlin J. B., Stern H. S., Dunson D., Vehtari A., Rubin D. B. (2013), ''Bayesian Data Analysis'', third edition. London: [[Chapman & Hall]].
* Levin, David A.; [[Yuval Peres|Peres, Yuval]]; [[Elizabeth Wilmer|Wilmer, Elizabeth L.]] (2008), "[[Markov Chains and Mixing Times]]", [[American Mathematical Society]].
* Robert, C. P.; Casella, G. (2004), ''Monte Carlo Statistical Methods'' (second edition), Springer-Verlag.

[[Category:Markov chain Monte Carlo]]