Journal of Complexity · 2009 · 27 citations · 20 references
EngineeringComputer ScienceMathematicsMachine LearningProbability TheoryStochastic ProcessesErgodic TheoryMarkov ChainsMarkov ModelingMarkov ProcessesReinforcement LearningReinforcement Learning FoundationsErgodic ProcessesErgodicityFinite Markov Chains
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Yuhai Wu, Vladimir Vapnik · Technometrics · 1999 · 27K citations
Monte Carlo sampling methods using Markov chains and their applications
W. Keith Hastings · Biometrika · 1970 · 15.2K citations
An Introduction to MCMC for Machine Learning
Christophe Andrieu, Nando de Freitas, Arnaud Doucet et al. · Machine Learning · 2003 · 2.4K citations · Full text