Module 3.9: MCMC and Gibbs sampling III

Required:

• A First Course in Bayesian Statistical Methods by Peter D. Hoff.:
  • Section 6.5: General properties of the Gibbs sampler
  • Section 6.6: Introduction to MCMC diagnostics
  • Section 6.7: Discussion and further references

Optional:

• Bayesian Data Analysis (Third Edition) by Andrew Gelman, John Carlin, Hal Stern, David Dunson, Aki Vehtari, and Donald Rubin.:
  • Section 11.4: Inference and assessing convergence