In Monte Carlo Statistical Methods by Robert and Casella, I saw there is a reference to Understanding Monte Carlo Markov Chain (Springer Series in Statistics) by Gareth O. Roberts and Richard L. Tweedie published in 2004.

I searched this book on the internet and didn't find its availability. On Amazon, one link says it was published in 2008 and another link says it will be in 2015.

  • $\begingroup$ The amazon links are puzzling. But the first link indicates that it was published in 2008 and is now out of print. The second link talks about a book with the same title and Rpoberts as an author but does not mention Tweedie. It could either be a second edition that is coming out in 2015 or a reprinting of the original edition (possibly in paperback rather than hardbound). Anticipating a 2015 publication date would make sense for a second edition. But if they want to reprint the original to get it back in press it would seem strange that they would be holding off publication until 2015. $\endgroup$ – Michael R. Chernick Sep 26 '12 at 20:43
  • $\begingroup$ @MichaelChernick: ISBNs in both links are the same. $\endgroup$ – Tim Sep 26 '12 at 20:48
  • $\begingroup$ That may throw out my theory of a second edition. But the amazon links seem to be inconsistent anyway. Don't think I can resolve this for you. $\endgroup$ – Michael R. Chernick Sep 26 '12 at 21:33
  • $\begingroup$ I find it unlikely that this book exists, given that Tweedie died a few years before it was supposedly published. Maybe the book was being worked on or finished when Tweedie died and has been stuck in limbo; Casella was an editor for Springer, and the 2nd edition of MCSM came out in 2004, so he might have been aware of a hypothetical Tweedie book and stuck it in as a reference thinking it would be published. This is all pure speculation. $\endgroup$ – guy Sep 27 '12 at 3:29
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    $\begingroup$ Sorry, at the time we wrote our book, it seemed highly likely that Roberts' and Tweedie's book would soon come out. Most sadly, Richard Tweedie passed away in 2001 and the book never got completed. $\endgroup$ – Xi'an Jan 16 '15 at 7:25

There is still reasonable hope that Gareth Roberts and Omiros Papaspiliopoulos complete a book inspired by this earlier project by Gareth Roberts and Richard Tweedie. A major part of the book is already written.


Check with a local university library. At my university there are two editions of this book. The first edition has a 1999 copyright date. And the second edition has a 2004 date. Both carry this title and author Monte Carlo statistical methods by Christian P. Robert, George Casella. Both were published by Springer.

With a check with Springer they show the 2004 title and the following by the same two authors

Introducing Monte Carlo Methods with R by Robert, Christian, Casella, George with a 2010 copyright date.

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    $\begingroup$ Thank, but we are not talking about the same book. $\endgroup$ – Tim Sep 26 '12 at 21:00
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    $\begingroup$ @Tim. Misread which book. I just finished surfing multiple book sites and this book does not exist in any library that I have access to. However Dr Roberts is at the Warwick University in the United Kingdom. I suggest that you contact him at his email (the address in on this page --www2.warwick.ac.uk/fac/sci/statistics/staff/academic-research/… ) $\endgroup$ – R. Schumacher Sep 27 '12 at 2:37

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