Markov Chain Monte Carlo – Comprehensive Summaries of MCMC Applications in Machine Learning

applicationinferencemachine learningmarkov-chain-montecarloreferences

Are there any good summaries (reviews, books) on various applications of Markov chain Monte Carlo (MCMC)?

I've seen Markov Chain Monte Carlo in Practice, but this books seems a bit old.

Are there more update books on various applications of MCMC in areas such as machine leearning, computer vision, and computational biology?

Best Answer

Yes the Handbook of MCMC is a very up-to-date collection of papers on MCMC, Also the book by Robert and Casella is a more current account than Markov Chain Monte Carlo in Practice. But I think MCMC in Practice is really a good place to start learning the subject. Here are amazon links to descriptions of the books I mentioned above.

Introducing Monte Carlo Methods with R

Handbook of Markov Chain Monte Carlo