Markov Chain Monte Carlo and Irreversibility

Probability: Theory and Examples.

Kathryn Prewitt, Richard Durrett · Journal of the American Statistical Association · 1992 · 3.3K citations

Engineering, Mathematics, Probability Theory +16

Inverse problems: A Bayesian perspective

Andrew M. Stuart · Acta Numerica · 2010 · 1.8K citations

Natural Sciences, Mathematics, Bayesian Data Analysis +16

Weak convergence and optimal scaling of random walk Metropolis algorithms

Gareth O. Roberts, Susan A. Gelman, Walter R. Gilks · The Annals of Applied Probability · 1997 · 1.7K citations · Full text

Engineering, Decision Sciences, Probability Theory +16

Markov Chain Monte Carlo in Practice.

Robert E. Kass, W. R. Gilks, S. Richardson et al. · Journal of the American Statistical Association · 1997 · 1.4K citations

Computing, Computer Science, Mathematics +12

MULTI-DIMENSIONAL DIFFUSION PROCESSES

J. F. C. Kingmán · Bulletin of the London Mathematical Society · 1980 · 1.3K citations

Engineering, Business Economics, Stochastic Processes +10