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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?
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.
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 ;-)
