Monte Carlo approximation and sampling

Required:

• A First Course in Bayesian Statistical Methods by Peter D. Hoff.:
  • Section 4: Monte Carlo approximation

Optional:

• Bayesian Data Analysis (Third Edition) by Andrew Gelman, John Carlin, Hal Stern, David Dunson, Aki Vehtari, and Donald Rubin.:
  • Section 1.9: Computation and software
  • Section 10: Introduction to Bayesian computation