Module 3.8: MCMC and Gibbs sampling II

Required:

• A First Course in Bayesian Statistical Methods by Peter D. Hoff.:
  • 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 12.1: Efficient Gibbs samplers