Required:
- A First Course in Bayesian Statistical Methods by Peter D. Hoff.:
- Section 6.1: A semiconjugate prior distribution
- Section 6.2: Discrete approximations
- Section 6.3: Sampling from the conditional distributions
- Section 6.4: Gibbs sampling
- Section 6.5: General properties of the Gibbs sampler
Optional:
- Bayesian Data Analysis (Third Edition) by Andrew Gelman, John Carlin, Hal Stern, David Dunson, Aki Vehtari, and Donald Rubin.:
- Section 11.1: Gibbs sampler
- Section 12.1: Efficient Gibbs samplers