Module 3.7: MCMC and Gibbs sampling I

Required:

• A First Course in Bayesian Statistical Methods by Peter D. Hoff.:
  • Section 6.1: A semiconjugate prior distribution
  • Section 6.2: Discrete approximations
  • Section 6.3: Sampling from the conditional distributions
  • Section 6.4: Gibbs sampling
  • Section 6.5: General properties of the Gibbs sampler

Optional:

• Bayesian Data Analysis (Third Edition) by Andrew Gelman, John Carlin, Hal Stern, David Dunson, Aki Vehtari, and Donald Rubin.:
  • Section 11.1: Gibbs sampler