Are there any good summaries (reviews, books) on various applications of Markov chain Monte Carlo (MCMC)?

I've seen Markov Chain Monte Carlo in Practice, but this books seems a bit old.

Are there more update books on various applications of MCMC in areas such as machine leearning, computer vision, and computational biology?


3 Answers 3


Yes the Handbook of MCMC is a very up-to-date collection of papers on MCMC, Also the book by Robert and Casella is a more current account than Markov Chain Monte Carlo in Practice. But I think MCMC in Practice is really a good place to start learning the subject. Here are amazon links to descriptions of the books I mentioned above.

Introducing Monte Carlo Methods with R

Handbook of Markov Chain Monte Carlo


I found this article to be a good review/primer on MCMC for machine learning:

An Introduction to MCMC for Machine Learning - Andrieu, de Freitas, Doucet & Jordan (2003).


SAS 9.3 now provides proc mcmc with a detailed documentation (as usual!). No fewer than 19 examples illustrate that new bayesian procedure. Simple linear regression models, linear and non-linear mixed models, but also Cox models and many other types of analysis are covered.

Strictly speaking, this is not a book... but it is definitively a gold mine of applications ;-)


Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Not the answer you're looking for? Browse other questions tagged or ask your own question.