Full List of MCMC Preprints

The papers in the list are available in a variety of formats. Click on the format that you require to obtain a copy of the paper in that format.

• K.J. Abraham and L.M. Haines (March, 1999) A new Technique for Sampling Multi-Modal Distributions. Dept. of Physics and Astronomy, Iowa State University, Ames IA. Email: abraham@iastate.edu,haines@stat.unp.ac.za. Available as file with non-standard extension. .

• Deepak K. Agarwal and Alan E. Gelfand (January, 2003) Slice Gibbs Sampling for Simulation Based Fitting of Spatial Data Models . AT & T Labs, Florham Park, NJ. Email: dagarwal@research.att.com. Available as Postscript.

• David Aldous (October, 1998) Mixing time for a Markov chain on cladograms. U.C. Berkeley. Email: aldous@stat.berkeley.edu. Available as Compressed Postscript. Abstract also available as file with non-standard extension.

• Andersen, K.E., S.P. Brooks and M.B. Hansen (August, 2001) Bayesian Inversion of Geoelectrical Resistivity Data. Aalborg University. Email: steve@statslab.cam.ac.uk. Available as Postscript. Abstract also available as Hypertext.

• Andersen, K.E., S.P. Brooks and M.B. Hansen (September, 2000) A Bayesian Approach to Crack Detection in Electrically Conducting Media. Aalborg University. Email: steve@statslab.cam.ac.uk. Available as Hypertext.

• C. Andrieu and Y. F. Atchade (January, 2006) On the efficiency of adaptive MCMC algorithms. Bristol U. and U. of Ottawa. Email: yatchade@uottawa.ca. Available as a pdf file.

• Christophe Andrieu, Laird Breyer and Arnaud Doucet (September, 2001) Convergence of Simulated Annealing using Foster-Lyapunov Criteria. University of Bristol. Email: c.andrieu@bris.ac.uk. Available as Postscript.

• Christophe Andrieu and Arnaud Doucet (March, 2002) Particle Filtering for Partially Observed Gaussian State Space Models. University of Melbourne, Australia.. Email: doucet@ee.mu.oz.au. Available as Postscript.

• Christophe Andrieu and Arnaud Doucet (June, 1998) Joint Bayesian Detection and Estimation of Harmonic Signals via Reversible Jump MCMC. Signal Processing Group, University of Cambridge, UK.. Email: ad2@eng.cam.ac.uk. Available as Postscript.

• Andrieu, C. and E. Moulines (July, 2003) On the ergodicity properties of some adaptive MCMC algorithms. University of Bristol. Email: c.andrieu@bris.ac.uk. Available as Postscript.

• Andrieu, C., E. Moulines and P. Priouret (July, 2003) Stability of stochastic approximation under verifiable conditions. University of Bristol. Email: c.andrieu@bris.ac.uk. Available as Postscript.

• C. Andrieu and C.P. Robert (September, 2001) Controlled MCMC for Optimal Sampling. Department of Mathematics, University of Bristol. Email: c.andrieu@bris.ac.uk. Available as Compressed Postscript.

• Yves F. Atchade (May, 2006) Resampling from the past to improve on MCMC algorithms. University of Ottawa. Email: yatchade@uottawa.ca. Available as a pdf file.

• Yves F. Atchade (March, 2005) An adaptive version for the Metropolis adjusted Langevin algorithm with a truncated drift. University of Ottawa. Email: yatchade@uottawa.ca. Available as a pdf file.

• Y. F Atchade and J. S. Liu (January, 2006) . U. of Ottawa and Harvard U.. Email: yatchade@uottawa.ca. Available as a pdf file.

• Yves F. Atchade and Jun S. Liu (November, 2004) The Wang-Landau algorithm for Monte Carlo computation in general state spaces. University of Ottawa. Email: yatchade@uottawa.ca. Available as a pdf file.

• Yves F. Atchade and Francois Perron (September, 2002) Spectrum of the Metropolis-Hastings chain with an application to geometric Ergodicity.. University of Montreal. Email: atchade@dms.umontreal.ca. Available as Postscript.

• Yves F. Atchade and Jeffrey S. Rosenthal (July, 2003) On Adaptive Markov Chain Monte Carlo Algorithms. University of Montreal. Email: atchade@DMS.UMontreal.CA. Available as Compressed Postscript.

• Athreya, K.B., Doss, H. and Sethuraman, J. (July, 1996) On the Convergence of the Markov Chain Simulation Method. Iowa State University. Available as Hypertext. Appeared.

• Aykroyd, R.G. (May, 1997) Bayesian Estimation for Homogeneous and Inhomogeneous Gaussian Random Fields. University of Leeds. Email: robert@amsta.leeds.ac.uk. Available as Postscript.

• Aykroyd, R.G. and Mardia, K.V. (May, 1997) Shape Analysis of Spinal Curves by Wavelet Warping using an MCMC Approach. University of Leeds. Email: robert@amsta.leeds.ac.uk. Available as Postscript.

• Baddeley, A., Møller, J. and Waagepetersen, R. (December, 1998) Non- and semi-parametric estimation of interaction in inhomogeneous point patterns. See front page of the paper. Email: jm@math.auc.dk. Available as Postscript.

• Yan Bai (January, 2009) Simultaneous drift conditions for Adaptive Markov Chain Monte Carlo algorithms. . Email: yanbai@utstat.toronto.edu. Available as a pdf file.

• Yan Bai (April, 2009) An Adaptive Directional Metropolis-within-Gibbs algorithm. Department of Statistics, University of Toronto. Email: yanbai@utstat.utoronto.ca. Available as a pdf file.

• Yan Bai, Gareth O. Roberts, and Jeffrey S. Rosenthal (July, 2008) On the Containment Condition for Adaptive Markov Chain Monte Carlo Algorithms. University of Toronto. Email: jeff@math.toronto.edu. Available as a pdf file.

• Barnett, G., Kohn, R. and Sheather, S. (May, 1996) Robust Bayesian Estimation of Autoregressive-Moving Average Models. Australian Graduate School of Management, University of New South Wales. Available as Compressed Postscript.
  (Also available via anonymous ftp at ftp.agsm.unsw.edu.au in the file /pub/agsm/stats/papers/arma.ps.gz)

• P. Barone, G.Sebastiani, J.Stander (January, 1999) Over-relaxation methods and Metropolis-Hastings coupled Markov chains for Monte Carlo simulation. Istituto Applicazioni Calcolo - CNR, Rome, Italy. Email: barone@iac.rm.cnr.it. Available as Postscript.

• Piero Barone, Giovanni Sebastiani and Julian Stander (April, 2000) General over-relaxation Markov chain Monte Carlo algorithms for Gaussian densities. Istituto per le Applicazioni del Calcolo ``M. Picone'', Viale del Policlinico 137, 00161 Roma, Italy. Email: sebastiani@iac.rm.cnr.it. Available as Postscript. Abstract also available as Text.

• Bartolucci, F., Mira, A., Scaccia, L. (April, 2003) Bayesian inference for Latent Class model via MCMC with application to capture-recapture data. Istituto di Scienze Economiche, University of Urbino, Italy. Email: bart@stat.unipg.it . Available as Postscript.

• Luc Bauwens and Pierre Giot (August, 1997) A Gibbs Sampling Approach to Cointegration. CORE - Catholic University of Louvain. Email: giot@core.ucl.ac.be. Available as Postscript.

• Baxter, J R and Rosenthal, J S (December, 1994) Rates of Convergence for Everywhere-Positive Markov Chains. University of Minnesota, USA. Available as Hypertext. Appeared.

• Mylene Bedard (April, 2006) Efficient Sampling using Metropolis Algorithms: Applications of Optimal Scaling Results. University of Toronto. Email: mylene@utstat.utoronto.ca. Available as a pdf file.

• Mylene Bedard (January, 2006) Weak Convergence of Metropolis Algorithms for Non-iid Target Distributions. University of Toronto. Email: mylene@utstat.utoronto.ca. Available as a pdf file.

• Mylene Bedard (January, 2006) Optimal Acceptance Rates for Metropolis Algorithms: Moving Beyond 0.234. University of Toronto. Email: mylene@utstat.utoronto.ca. Available as a pdf file.

• Bedard, M. and Rosenthal, J.S. (July, 2007) Optimal Scaling of Metropolis Algorithms: Is 0.234 as Robust as is Believed?. Universite de Montreal, University of Toronto. Email: bedard@dms.umontreal.ca. Available as a pdf file.

• Alexandre Belloni and Victor Chernozhukov (April, 2007) On the Computational Complexity of MCMC-based Estimators in Large Samples. IBM and MIT. Email: belloni@mit.edu. Available as a pdf file.

• Viktor Benes, Karel Bodlak, Jesper Moller and Rasmus Waagepetersen (January, 2002) Bayesian analysis of log Gaussian Cox processes for disease mapping . Charles University. Email: jm@math.auc.dk. Available as Postscript.

• Kasper K. Berthelsen and Jesper Møller (January, 2002) Perfect simulation and inference for spatial point processes. Department of Mathematical Sciences, Aalborg University. Email: jm@math.auc.dk. Available as Postscript.

• Kasper K. Berthelsen and Jesper Møller (August, 2001) Spatial jump processes and perfect simulation. Department of Mathematics, Aalborg University. Email: jm@math.auc.dk. Available as Postscript.

• Kasper K. Berthelsen and Jesper Møller (November, 2001) A primer on perfect simulation for spatial point processes. Aalborg University. Email: jm@math.auc.dk. Available as Postscript.

• Berzuini, C., Best, N.G., Gilks, W.R. and Larizza, C. (September, 1996) Dynamic Conditional Independence Models and Markov Chain Monte Carlo Methods. Universita' di Pavia. Available as Compressed Postscript. Abstract also available as Postscript.

• Julian Besag (September, 2000) Markov chain Monte Carlo for statistical inference. University of Washington, Seattle, USA. Email: julian@stat.washington.edu. Available as Postscript.

• Besag, J., Green, P.J., Higdon, D. and Mengersen, K. (November, 1994) Bayesian Computation and Stochastic Systems. University of Washington, USA. Available as Hypertext. Appeared.

• Besag, Julian and Higdon, David (March, 1997) Bayesian Analysis of Agricultural Field Experiments. University of Washington, USA. Email: julian@stat.washington.edu. Available as Postscript.
  (Also available via anonymous ftp at ftp.isds.duke.edu in the file /pub/WorkingPapers/97-07.ps)

• Bielza, C., Muller, P. and Insua, D.R. (June, 1996) Monte Carlo Methods for Decision Analysis with Applications to Influence Diagrams. Madrid technical University, Spain. Available as Postscript.
  (Also available via anonymous ftp at ftp.isds.duke.edu in the file /pub/WorkingPapers/96-07.ps)

• M. Billio, A. Monfort and C.P. Robert (May, 1998) The Simulated Likelihood ratio (SLR) Method. CREST, INSEE, Paris. Email: robert@ensae.fr. Available as Compressed Postscript.
  (Also available via anonymous ftp at ftp.ensae.fr in the file /pub/labo_stat/CPRobert/SLR.ps.gz)

• M. Billio, A. Monfort and C.P. Robert (November, 1996) Bayesian Estimation of Switching ARMA Models and Consequences on ML Estimation. CREST, INSEE, Paris. Email: robert@ensae.fr. Available as Compressed Postscript.
  (Also available via anonymous ftp at ftp.ensae.fr in the file /pub/labo_stat/CPRobert/Swarma.ps.gz)

• Maartenh Blaauw, J Andres Christen (October, 2004) Radiocarbon peat chronologies and environmental change. CIMAT, Mexico. Email: jac@cimat.mx. Available as Compressed Postscript.

• Paul G. Blackwell and Jesper Moller (August, 2002) Bayesian analysis of deformed tessellation models. University of Sheffield. Email: jm@math.auc.dk. Available as Compressed Postscript.

• P. Bortot, S. G. Coles and S. A. Sisson (January, 2005) Inference for Stereological Extremes. University of Bologna. Email: Scott.Sisson@unsw.edu.au. Available as a pdf file. Abstract also available as file with non-standard extension.

• Bottolo P., Dellaportas P., Consonni G. and Lijoi A. (April, 2002) Bayesian analysis of extreme values by mixture modelling. University of Pavia. Email: lbottolo@eco.unipv.it. Available as Compressed Windows archive (zip).

• Brewer, M.J. (June, 1998) A Model-Based Approach for Variable Bandwidth Selection in Kernel Density Estimation. Department of MSOR, University of Exeter, UK. Email: M.J.Brewer@exeter.ac.uk. Available as Postscript. Abstract also available as Hypertext.

• Brewer, M.J., Aitken, C.G.G. and Talbot, M. (December, 1994) A Comparison of Hybrid Strategies for Gibbs Sampling in Mixed Graphical Models. University of Aberdeen. Available as Postscript. Abstract also available as Postscript.

• L.A. Breyer and G.O. Roberts (April, 1998) From Metropolis to Diffusions: Gibbs States and Optimal Scaling. Statistical Laboratory, Cambridge.. Email: breyer@matrm3.mat.uniroma3.it. Available as Postscript.

• T. Britton and P.D. O'Neill (August, 2000) Statistical inference for stochastic epidemics in populations with network structure. University of Nottingham. Email: pdo@maths.nott.ac.uk. Available as Postscript.

• Anders Brix, Jesper Møller (October, 1998) Space-time multi type log Gaussian Cox processes with a view to modelling weed data. Royal Veterinary and Agricultural University. Email: abx@biostat.ku.dk. Available as Postscript.

• Brooks, S.P. (February, 1997) MCMC Convergence Diagnosis via Multivariate Bounds on Log-Concave Densities. University of Bristol. Email: steve@statslab.cam.ac.uk. Available as Hypertext. Appeared.

• Brooks, S.P. (May, 1997) Quantitative Convergence Diagnosis for MCMC via CUSUMS. University of Bristol. Email: steve@statslab.cam.ac.uk. Available as Postscript. Abstract also available as Hypertext.

• Brooks, S.P. (June, 1998) Bayesian Analysis of Animal Abundance Data via MCMC. University of Bristol. Email: steve@statslab.cam.ac.uk. Available as Postscript. Abstract also available as Hypertext.

• Brooks, S.P. (July, 1999) On Bayesian Analyses and Finite Mixture Models for Proportions (Revision). University of Surrey. Email: steve@statslab.cam.ac.uk. Available as Postscript. Abstract also available as Hypertext.

• Brooks, S.P. (July, 1997) Markov Chain Monte Carlo and its Application. University of Bristol. Email: steve@statslab.cam.ac.uk. Available as Hypertext. Appeared.

• Brooks, S.P., Dellaportas, P. and Roberts, G.O. (March, 1996) An Approach to Diagnosing Total Variation Convergence of MCMC Algorithms. University of Cambridge. Email: steve@statslab.cam.ac.uk. Available as Postscript. Abstract also available as Hypertext.

• Brooks, S.P., Fan, Y. and Rosenthal, J.S. (May, 2002) Perfect Forward Simulation via Simulated Tempering. University of Cambridge. Email: steve@statslab.cam.ac.uk. Available as Postscript. Abstract also available as Hypertext.

• Brooks, S.P. and Friel, N. (October, 2001) Classical Model Selection via Simulated Annealing. University of Cambridge. Email: steve@statslab.cam.ac.uk. Available as Postscript. Abstract also available as Hypertext.

• Brooks, S.P. and Gelman, A. (June, 1998) Some Issues in Monitoring Convergence of Iterative Simulations. University of Bristol. Email: steve@statslab.cam.ac.uk. Available as Postscript. Abstract also available as Hypertext.

• Brooks, S.P. and Gelman, A. (September, 1996) General Methods for Monitoring Convergence of Iterative Simulations. University of Bristol. Email: steve@statslab.cam.ac.uk. Available as Postscript. Abstract also available as Hypertext.

• Brooks, S.P. and Giudici, P. (January, 1999) MCMC Convergence Assessment via Two-Way ANOVA. University of Bristol. Email: steve@statslab.cam.ac.uk. Available as Hypertext.

• Brooks, S.P. and Giudici, P. (June, 1998) Diagnosing Convergence of Reversible Jump MCMC Algorithms. University of Bristol. Email: steve@statslab.cam.ac.uk. Available as Postscript. Abstract also available as Hypertext.

• Brooks, S.P., Giudici, P. and Philippe, A. (March, 2001) Nonparametric Convergence Assessment for MCMC Model Selection. University of Cambridge. Email: steve@statslab.cam.ac.uk. Available as Postscript. Abstract also available as Hypertext.

• Brooks, S.P., Giudici, P. and Roberts, G.O. (December, 2000) Efficient Construction of Reversible Jump MCMC Proposal Distributions. University of Cambridge. Email: steve@statslab.cam.ac.uk. Available as Postscript. Abstract also available as Hypertext.

• Brooks, S.P. and Roberts, G.O. (February, 1997) On Quantile Estimation and MCMC Convergence. University of Bristol. Email: steve@statslab.cam.ac.uk. Available as . Abstract also available as Hypertext. Appeared in Biometrika.

• Brooks, S.P. and Roberts, G.O. (May, 1997) Assessing Convergence of Markov Chain Monte Carlo Algorithms. University of Cambridge. Email: steve@statslab.cam.ac.uk. Available as Postscript. Abstract also available as Hypertext.

• Brooks, S.P., Catchpole, E.A. and Morgan, B.J.T. (August, 1998) Bayesian Animal Survival Estimation. University of Bristol. Email: steve@statslab.cam.ac.uk. Available as Postscript. Abstract also available as Hypertext.

• Russ Bubley, Martin Dyer, Catherine Greenhill and Mark Jerrum (August, 1998) On approximately counting colourings of small degree graphs. School of Computer Studies, University of Leeds. Email: csg@scs.leeds.ac.uk. Available as Postscript.

• Buck, C. E. and Sahu, S.K. (November, 1999) Bayesian Models for Relative Archaeological Chronology Building. Cardiff University. Email: S.K.Sahu@maths.soton.ac.uk. Available as Compressed Postscript. Abstract also available as Hypertext.

• Krzysztof Burdzy and Wilfrid S. Kendall (May, 1998) Efficient Markovian couplings: examples and counterexamples. Department of Mathematics, University of Washington, Box 354350, Seattle, WA 98195-4350, USA. Email: burdzy@math.washington.edu. Available as Compressed Postscript. Abstract also available as Hypertext.

• Cai, H. (March, 1997) A Note on an Exact Sampling Algorithm and Metropolis-Hastings Markov Chains. University of Missouri-St. Louis, USA. Email: cai@arch.umsl.edu. Available as Postscript.
  (Also available via anonymous ftp at ftp.umsl.edu in the file /pub/cai/sample.ps)

• Haiyan Cai (April, 1998) Cluster Algorithms for Spatial Point Processes with Symmetric and Shift In variant Interactions. University of Missouri-St. Louis. Email: cai@math.umsl.edu. Available as Postscript.
  (Also available via anonymous ftp at ftp.umsl.edu in the file /pub/cai/cluster.ps)

• Haiyan Cai (September, 1999) Exact Sampling Using Auxiliary Variables. University of Missouri, St. Louis. Email: cai@math.umsl.edu. Available as Postscript. (To Appear in Statistical Computing Section of ASA Proceedings, 1999.).
  (Also available via anonymous ftp at ftp.umsl.edu in the file /pub/cai/esample-asa.ps)

• Haiyan Cai (November, 1997) Exact Bound for the Convergence of Metropolis Chains. University of Missouri - St. Louis. Email: cai@arch.cs.umsl.edu. Available as Postscript.
  (Also available via anonymous ftp at ftp.umsl.edu in the file /pub/cai/convergence.ps)

• Cappe, O, Guillin, A., Marin, J.M., and Robert, C.P. (December, 2002) Population Monte Carlo. CNRS, ENST, Paris. Email: cappe@tsi.enst.fr. Available as Postscript.

• Olivier Cappe, Christian Robert and Tobias Ryden (December, 2002) Reversible jump MCMC converging to birth-and-death MCMC and more general continuous time samplers (revised). CNRS / ENST, Paris. Email: cappe@tsi.enst.fr. Available as Hypertext. Appeared in JRSS Series B. 65, 679-700.

• Carlin, B.P. ( , 1994) Hierarchical Longitudinal Modelling with Application to HIV Progression. University of Minnesota, USA. Available as Compressed Postscript.
  (Also available via anonymous ftp at muskie.biostat.umn.edu in the file /pub/1993/rr93-011.ps.Z)

• Carlin, B.P. and Chib, S. ( , 1994) Bayesian Model Choice via MCMC. University of Minnesota, USA. Available as Hypertext. Appeared.

• James Carpenter, Peter Clifford and Paul Fearnhead (January, 1999) Building Robust Simulation-based Filters for Evolving Data Sets. Statistics Department, Oxford University. Email: clifford@stats.ox.ac.uk. Available as Compressed Postscript. Abstract also available as Hypertext.

• Carter, C.K. and Kohn, R. (April, 1996) Markov Chain Monte Carlo in Conditionally Gaussian State Space Models. University of New South Wales. Available as Compressed Postscript.
  (Also available via anonymous ftp at ftp.agsm.unsw.edu.au in the file /pub/agsm/stats/papers/indicator.ps.gz)

• C.K. Carter and R.Kohn (August, 1998) Block Sampling for Markov Random Fields . Hong Kong University of Science and Technology . Email: R.Kohn@unsw.edu.au . Available as Postscript. Abstract also available as Hypertext.
  (Also available via anonymous ftp at ftp.agsm.unsw.edu.au in the file /pub/agsm/stats/papers/mrf.ps)

• Casarin, R. (February, 2004) Bayesian Inference for Generalised Markov Swithcing Stochastic Volatility Models. CEREMADE, Universite Paris Dauphine. Email: casarin@ceremade.dauphine.fr. Available as a pdf file.

• Casarin, R. (February, 2004) Bayesian Monte Carlo Filtering for Stochastic Volatility Models. CEREMADE, Universite Paris Dauphine. Email: casarin@ceremade.dauphine.fr. Available as a pdf file.

• R. Casarin and C. Trecroci (March, 2006) Business Cycle and Stock Market Volatility: A Particle Filter Approach. CEREMADE, Universite Paris Dauphine. Email: casarin@ceremade.dauphine.fr. Available as a pdf file.

• G. Casella, K.L. Mengersen, C.P. Robert and D.M. Titterington (October, 2000) Perfect Slice Samplers for Mixtures of Distributions - revised. Florida State University, Gainesville, Florida. Email: casella@stat.ufl.edu. Available as Compressed Postscript.

• Casella, G. and Robert, C.P. (June, 1998) Post-Processing Accept-Reject Samples: Recycling and Rescaling. Cornell University, USA. Available as . Abstract also available as Hypertext. Appeared in JCGS.

• Casella, G. and Robert, C.P. (November, 1994) Rao-Blackwellisation of Sampling Schemes. Cornell University, USA. Available as Hypertext. Appeared.

• Casella, G., Robert, C.P. and Wells, M.T. (November, 2000) Rao-Blackwellization of Generalized Accept-Reject Schemes. Florida State University, Gainsville, USA. Email: casella@stat.ufl.edu. Available as Compressed Postscript.

• Castelloe, J.M. and Zimmerman, D.L. (February, 2002) Convergence Assessment for Reversible Jump MCMC Samplers. SAS Institute. Email: john.castelloe@sas.com. Available as Postscript. Abstract also available as Hypertext.

• G. Celeux, M. Hurn, C.P. Robert (February, 1999) Computational and inferential difficulties with mixture posterior distributions. INRIA Rhone-Alpes, Grenoble, France. Email: celeux@imag.fr. Available as Compressed Postscript.
  (Also available via anonymous ftp at ftp.ensae.fr in the file /pub/labo_stat/CPRobert/temper.ps.gz)

• G. Celeux, J.M. Marin and C.P. Robert (October, 2003) Iterated Importance Sampling in Missing Data Problems. INRIA, Orsay. Email: gilles.celeux@inria.fr. Available as a pdf file.

• Cemgil, A. T. and Kappen, H. J. (February, 2003) Monte Carlo Methods for Tempo Tracking and Rhythm Quantization. University of Nijmegen. Email: cemgil@snn.kun.nl. Available as Postscript. Abstract also available as Hypertext.

• D. Chauveau and J. Diebolt (November, 1998) An Automated Stopping Rule for MCMC Convergence Assessment. Universite Marne la Vallee. Email: chauveau@math.univ-mlv.fr. Available as Compressed Postscript. Abstract also available as Hypertext.

• Chauveau, D. and Vandekerkhove, P. (September, 1999) Improving convergence of the Hastings-Metropolis Algorithm with a learning proposal. Universite Marne la Vallee. Email: chauveau@math.univ-mlv.fr. Available as Compressed Postscript. Abstract also available as Hypertext.

• Mu-Fa Chen (July, 2001) Explicit criteria for several types of ergodicity. Department of Mathematics, Beijing Normal University. Email: mfchen@bnu.edu.cn. Available as Compressed Windows archive (zip).

• Chen, M-H. (October, 1996) Markov Chain Monte Carlo Sampling for Evaluating Multidimensional Integrals with Application to Bayesian Computation. Worcester Polytechnic Institute, USA. Email: mhchen@WPI.EDU. Available as Postscript.

• Rong Chen and Jun S. Liu (November, 1999) Mixture Kalman Filter. Department of Information and Decision Sciences,The University of Illinois at Chicago . Email: jliu@stat.stanford.edu. Available as Compressed Postscript.

• Chen, M-H. and Shao, Q-M. (October, 1996) Estimating Ratios of Normalising Constants for Densities with Different Dimensions. Worcester Polytechnic Institute, USA. Email: mhchen@WPI.EDU. Available as Postscript.

• Chen, M-H. and Shao, Q-M. (October, 1996) Monte Carlo Methods on Bayesian Analysis of Constrained Parameter Problems with Normalising Constants. Worcester Polytechnic Institute, USA. Email: mhchen@WPI.EDU. Available as Postscript.

• Chen, M.-H. and Shao, Q.-M. (August, 1998) Monte Carlo Estimation of Bayesian Credible and HPD Intervals. Worcester Polytechnic Institute. Email: mhchen@wpi.edu. Available as Compressed Postscript.

• Victor Chernozhukov and Han Hong (June, 2003) An MCMC Approach to Classical Estimation. MIT, Cambridge, USA. Email: vchern@mit.edu. Available as a pdf file. Abstract also available as Hypertext.

• Chib, S. (January, 1995) Marginal Likelihood from the Gibbs Output. Washington University, USA. Available as Hypertext. Appeared.

• Siddhartha Chib and Bradley P. Carlin (September, 1997) On MCMC Sampling in Hierarchical Longitudinal Models. Washington University, St Louis. Email: chib@simon.wustl.edu. Appeared in Statistics and Computing (1999) 9 17-26..

• Chib, S. and Greenberg, E. ( , 1994) Understanding the Metropolis Hastings Algorithm. Olin School of Business, Univ. of Washington, USA. Available as Hypertext. Appeared.

• Chipman, H., George E.I. and McCulloch, R. (April, 1997) Bayesian CART Model Search. University of Texas, Austin. Available as Postscript. Abstract also available as Hypertext.

• Chopin, N. (November, 2005) Sequential Monte Carlo for estimation and state number determination in hidden Markov models. Bristol University. Email: nicolas.chopin@bristol.ac.uk. Available as a pdf file.

• Nicolas Chopin (September, 2004) Dynamical detection of change points in long time series. University of Bristol. Email: nicolas.chopin@bris.ac.uk. Available as Postscript.

• Nicolas CHOPIN (February, 2002) Sequential inference and state number determination for discrete state-space models through particle filtering. CREST-ENSAE, Paris. Email: chopin@ensae.fr. Available as Postscript.

• Chopin, N. (December, 2000) A sequential particle filter for static models. Laboratoire de Statistique, CREST, INSEE, Paris.. Email: chopin@ensae.fr. Available as Postscript. Abstract also available as Postscript.
  (Also available via anonymous ftp at ftp.crest.fr in the file /pub/crest/chopin/spfsm_nc.ps)

• Radu V. Craiu and Jeffrey Rosenthal and Chao Yang (August, 2008) Learn From Thy Neighbor: Parallel-Chain Adaptive. University of Toronto. Email: craiu@utstat.toronto.edu. Available as a pdf file.

• Ole F. Christensen, Jesper Møller and Rasmus P. Waagepetersen (August, 2000) Geometric ergodicity of Metropolis-Hastings algorithms for conditional simulation in ge neralised linear mixed models. Department of Mathematical Sciences, Aalborg University. Email: olefc@math.auc.dk. Available as Postscript.

• Christensen, O. F., Møller, J., and Waagepetersen, R. (June, 2000) Analysis of spatial data using generalized linear mixed models and Langevin-type Markov chain Monte Carlo. Department of Mathematics, Aalborg University. Email: rw@math.auc.dk. Available as Postscript.

• Ole F. Christensen (September, 2001) Monte Carlo maximum likelihood in model-based geostatistics. Aalborg University. Email: olefc@math.auc.dk. Available as Postscript.

• Ole F. Christensen, Gareth O. Roberts, and Jeffrey S. Rosenthal (February, 2003) Scaling Limits forthe Transient Phase of Local Metropolis-Hastings Algorithms. University of Lancaster. Email: jeff@math.toronto.edu. Available as Compressed Postscript.

• J. A. Christen, A. Medrano-Soto and J. Collado-Vides (March, 2000) Bayesian clustering and prediction in heterogeneous data bases using multivariate mixtures. Instituto de Matematicas, Campus Morelia, UNAM. Email: jac@cimat.mx. Available as Compressed Postscript.

• Damian Clancy and Philip D. O'Neill (September, 2002) Perfect simulation for stochastic models of epidemics among a community of households. University of Liverpool. Email: pdo@maths.nott.ac.uk. Available as Postscript. Abstract also available as Hypertext.

• Clifford, P. and Nicholls, G. (November, 1995) A Metropolis Sampler for the Reconstruction of Polygonal Images. University of Oxford. Available as Compressed Postscript. Abstract also available as Hypertext.
  (Also available via anonymous ftp at markov.stats.ox.ac.uk in the file /pub/clifford/met_poly.ps.Z)

• W.L. Cooper and R.L. Tweedie (July, 2000) Perfect Simulation of an Inventory Model for Perishable Products. University of Minnesota. Email: tweedie@biostat.umn.edu. Available as Postscript.

• Jem Corcoran and Richard Tweedie (January, 1998) Perfect Sampling of Harris Recurrent Markov Chains. Colorado State University. Email: tweedie@stat.colostate.edu. Available as Postscript.

• J.N. Corcoran and R.L. Tweedie (February, 1998) Perfect Sampling from Independent Metropolis-Hastings Chains. Colorado State University. Email: tweedie@stat.colostate.edu. Available as Postscript.

• Cowles, M.K. and Carlin, B.P. (May, 1995) Markov Chain Monte Carlo Convergence Diagnostics: A Comparative Review. University of Minnesota, Div. of Biostatistics, USA. Available as Compressed Postscript.
  (Also available via anonymous ftp at muskie.biostat.umn.edu in the file /pub/1994/rr94-008.ps.Z)

• M.K. Cowles, G.O. Roberts, and J.S. Rosenthal (December, 1997) Possible biases induced by MCMC convergence diagnostics. University of Iowa. Email: jeff@math.toronto.edu. Available as Compressed Postscript.

• Cowles, M.K. and Rosenthal, J.S. (June, 1996) A Simulation Approach to Convergence Rates for Markov Chain Monte Carlo. Harvard School of Public Health. Email: jeff@math.toronto.edu. Available as Compressed Postscript.

• Radu V. Craiu and Antonio Di Narzo (March, 2009) A Mixture-Based Approach to Regional Adaptation. University of Toronto and University of Bologna. Email: craiu@utstat.toronto.edu. Available as a pdf file.

• Dan Crisan and Arnaud Doucet (November, 2000) Convergence of Sequential Monte Carlo Methods. Cambridge University. Email: ad2@eng.cam.ac.uk. Available as Postscript.

• Nando de Freitas, Mahesan Niranjan, Andrew Gee and Arnaud Doucet (August, 1998) Sequential Monte Carlo Methods for Optimisation of Neural Network Models. Cambridge University. Email: jfgf@eng.cam.ac.uk. Available as Compressed Postscript. Abstract also available as Hypertext.
  (Also available via anonymous ftp at svr-ftp.eng.cam.ac.uk in the file /pub/reports/freitas_tr328.ps.gz)

• DeJong, P. and Shephard, N. (December, 1994) The Simulation Smoother for Time Series Models. University of British Columbia, Canada.. Available as Hypertext. Appeared.

• Dellaportas, P. and Forster, J. (April, 1996) Markov Chain Monte Carlo Model Determination for Hierarchical and Graphic al Log-Linear Models. Athens University of Economics, Greece. Available as Compressed Postscript. Abstract also available as Hypertext.

• P. Dellaportas, J.J. Forster and I.Ntzoufras (October, 1997) On Bayesian Model and Variable Selection Using MCMC. Athens University of Economics and Business. Email: petros@aueb.gr. Available as Postscript.

• Dellaportas P. and Papageorgiou I. (July, 2004) Multivariate mixtures of normals with unknown number of components. Department of Statistics, Athens University of Economics and Business, Athens, Greece.. Email: petros@aueb.gr. Available as a pdf file.

• Dellaportas Petros and Claudia Tarantola (May, 2003) Categorical data squashing by combining factor levels. Athens university of Economics and Business and University of Pavia. Email: claudia.tarantola@unipv.it. Available as a pdf file. Abstract also available as Hypertext.

• Pierre Del Moral and Arnaud Doucet (January, 2003) Sequential Monte Carlo Samplers. Cambridge University, UK.. Email: ad2@eng.cam.ac.uk. Available as Postscript.

• Pierre Del Moral and Arnaud Doucet (December, 2002) On a Class of Genealogical and Interacting Metropolis Models. University of Cambridge. Email: ad2@eng.cam.ac.uk. Available as Postscript.

• Pierre Del Moral, Arnaud Doucet and Ajay Jasra (January, 2006) Sequential Monte Carlo Samplers. University of British Columbia, Canada. Email: arnaud@stat.ubc.ca. Available as a pdf file.

• Denison, DGT (September, 1997) Simulation Based Bayesian Nonparametric Regression Methods (PhD Thesis). Imperial College, London. Email: d.denison@ic.ac.uk. Available as Compressed Postscript. Large file.

• DGT Denison, CC Holmes (June, 1999) Bayesian partitioning for estimating disease risk. Imperial College, London. Email: d.denison@ic.ac.uk. Available as Compressed Postscript.

• Denison, DGT, BK Mallick (September, 1997) A Nonparametric Approach to Modelling Nonlinear Time Series. Imperial College, London. Email: d.denison@ic.ac.uk. Available as Compressed Postscript.

• Denison, DGT, BK Mallick and AFM Smith (October, 1996) Bayesian MARS. Imperial College, London. Email: d.denison@ic.ac.uk. Available as Compressed Postscript.

• Denison, D.G.T., Mallick, B.K. and Smith, A.F.M. (April, 1997) A Bayesian CART Algorithm. Imperial College, London. Email: d.denison@ic.ac.uk. Available as Compressed Postscript.

• Denison, D.G.T., Mallick, B.K. and Smith, A.F.M. (March, 1996) Automatic Bayesian Curve Fitting. Imperial College, London. Email: d.denison@ic.ac.uk.To Appear in JRSS B.

• Diaconis, P., Holmes, S, and Neal, R. M. (June, 1997) Analysis of a Non-Reversible Markov Chain Sampler. Cornell University. Email: radford@cs.utoronto.ca. Available as Compressed Postscript. Abstract also available as Hypertext.
  (Also available via anonymous ftp at ftp.cs.utoronto.ca in the file /pub/radford/nonrev.ps.Z)

• Doss, H., Huffer, F. and Lawson, L. (July, 1996) Bayesian Nonparametric Estimation via Gibbs Sampling for Coherent Systems with Redundancy. Florida State University. Available as Hypertext. Appeared.

• Doss, H. and Narasimhan, B. (July, 1996) Bayesian Poisson Regression using the Gibbs Sampler: Sensitivity Analysis through Dynamic Graphics. Ohio State University. Available as Compressed Postscript.

• Dias, R. and Gamerman, D. (February, 2000) A Bayesian approach to hybrid splines non-parametric regression. University of Campinas, IMECC and Federal university of Rio de Janeiro. Email: dias@stat.berkeley.edu. Available as Hypertext.

• R. Douc, O. Cappe, E. Moulines and C.P. Robert (March, 1999) On the Convergence of the Monte Carlo Maximum Likelihood Method for Latent Variable Models. Ecole Nationale Supérieure des Télécommunications, Dpt. TSI, 46 rue Barrault, 75634 Paris cedex 13, France. Email: douc@tsi.enst.fr. Available as Compressed Postscript. Abstract also available as Hypertext.

• Douc, R., Guillin, A., Marin, J.-M., Robert, C.P. (July, 2005) Minimum variance importance sampling via population Monte Carlo. CMAP, Ecole Polytechnique, Palaiseau. Email: xian@ceremade.dauphine.fr. Available as a pdf file.

• R. Douc, A. Guillin, J.M. Marin and C.P. Robert (February, 2005) Convergence of adaptive sampling schemes. CMAP, Ecole Polytechnique . Email: douc@cmapx.polytechnique.fr. Available as a pdf file.

• R. Douc, E. Moulines, and J.S. Rosenthal (April, 2002) Quantitative bounds for geometric convergence rates of Markov Chains. CMAP, Ecole Polytechnique. Email: douc@cmapx.polytechnique.fr. Available as Compressed Postscript.

• Arnaud Doucet (February, 1998) On Sequential Simulation-Based Methods for Bayesian Filtering. Signal Processing Group, Department of Engineering, University of Cambridge, UK. Email: ad2@eng.cam.ac.uk. Available as Postscript.

• Arnaud Doucet, Neil J. Gordon and Vikram Krishnamurthy (December, 1999) Particle Filters for State Estimation of Jump Markov Linear Systems. Signal Processing Group, Department of Engineering, University of Cambridge, UK. Email: ad2@eng.cam.ac.uk. Available as Postscript.

• Doucet, A., Godsill, S. and Robert, C.P. (September, 2000) Marginal Maximum A Posteriori Estimation using Markov Chain Monte Carlo. Signal Processing Group, Cambridge University, UK.. Email: ad2@eng.cam.ac.uk. Available as Postscript.

• Randal Douc, Gersende Fort, Eric Moulines, Philippe Soulier (January, 2003) Practical drift conditions for subgeometric rates of convergence. Ecole Nationale des Telecommunications, Paris, France. Email: soulier@tsi.enst.fr. Available as Postscript.

• R.Douc and C. Matias (October, 1999) Asymptotics of the Maximum Likelihood Estimator for general Hidden Markov Models. Catherine MATIAS, CNRS UMR C 8628. Laboratoire de probabilitis, statistique et modilisation. Bbt 425. Universiti Paris Sud. 91405 Orsay Cedex, France.. Email: Catherine.Matias@math.u-psud.fr. Available as Compressed Postscript. Abstract also available as Hypertext.

• Martin Dyer and Catherine Greenhill (August, 1998) On Markov chains for independent sets. School of Computer Studies, University of Leeds. Email: csg@scs.leeds.ac.uk. Available as Postscript.

• Martin Dyer and Catherine Greenhill (August, 1998) A more rapidly mixing Markov chain for graph colourings. School of Computer Studies, University of Leeds. Email: csg@scs.leeds.ac.uk. Available as Postscript.

• Martin Dyer and Catherine Greenhill (August, 1998) Polynomial-time counting and sampling of two-rowed contingency tables. School of Computer Studies, University of Leeds. Email: csg@scs.leeds.ac.uk. Available as Postscript.

• L.E. Eberly and George Casella (May, 1998) MCMC-generated Bayesian credible intervals in hierarchical models. Division of Biostatistics, University of Minnesota, USA. Email: lynn@biostat.umn.edu. Available as Compressed Postscript.
  (Also available via anonymous ftp at muskie.biostat.umn.edu in the file /pub/1998/rr98-001.ps.Z)

• Ehlers, R.S. and Brooks, S.P. (December, 2002) Efficient Construction of Reversible Jump MCMC Proposals for Autoregressive Time Series Models. University of Cambridge. Email: steve@statslab.cam.ac.uk. Available as Postscript. Abstract also available as Hypertext.

• Jo Eidsvik and Havard Rue (July, 2006) Approximate inference for spatial GLMs. Department of Mathematical Sciences, NTNU. Email: joeid@math.ntnu.no. Available as a pdf file.

• Jo Eidsvik and HÃ¥kon Tjelmeland (September, 2003) On directional Metropolis--Hastings algorithms. Dept of Mathematical Sciences, Norwegian University of Science and Technology, Norway. Email: joeid@math.ntnu.no. Available as a pdf file. Abstract also available as pdf.

• Elerian, O., Chib, S. and Shephard, N. (May, 1998) Likelihood inference for discretely observed diffusions. Nuffield College, Oxford. Email: neil.shephard@nuffield.oxford.ac.uk. Available as Postscript. To appear in Econometrika.

• Bjorn Eraker (May, 1998) MCMC Analysis of Diffusion Models with Application to Finance. Norwegian School of Economics and Business Administration. Email: Bjorn.Eraker@nhh.no. Available as a pdf file.

• Michael Escobar and Mike West (February, 1998) Computing Bayesian Nonparametric Hierarchical Models. University of Toronto. Email: escobar@utstat.toronto.edu. Available as Hypertext.

• Evans, M. and Swartz, T. (August, 1996) Random Variable Generation Using Concavity Properties of Transformed Densities. University of Toronto. Available as Postscript.

• Fahrmeir, L., Lang, S. (February, 1999) Bayesian Inference for Generalized Additive Regression based on Dynamic Models. Institut fur Statistik, Universitat Munchen. Email: lang@stat.uni-muenchen.de. Available as Compressed Postscript.
  (Also available via anonymous ftp at ftp.stat.uni-muenchen.de in the file /pub/sfb386/paper134.ps.Z )

• Fan, Y. and Brooks, S.P. (March, 2000) Bayesian Modelling of Prehistoric Corbelled Tombs - Revised. University of Bristol. Email: Yanan.Fan@bris.ac.uk. Available as Hypertext.

• Fan, Y., Brooks, S.P. and Gelman, A. (February, 2002) Convergence Assessment of Monte Carlo Simulations via the Score Statistic. University of Kent. Email: steve@statslab.cam.ac.uk. Available as Postscript. Abstract also available as Hypertext.

• Yanan Fan, Gareth W. Peters, Scott A. Sisson (February, 2008) Automating and Evaluating Reversible Jump MCMC Proposal Distributions. Department of Mathematics and Statistics University of NSW. Email: peterga@maths.unsw.edu.au. Available as Hypertext.

• Paul Fearnhead (February, 1999) Particle filters for change-point detection. Department of Statistics, Oxford University. Email: fhead@stats.ox.ac.uk. Available as Compressed Postscript. Abstract also available as Hypertext.

• Paul Fearnhead (March, 2002) Particle filters for mixture models with an unknown number of components. Lancaster University. Email: p.fearnhead@lancaster.ac.uk. Available as Compressed Postscript. Abstract also available as Hypertext.

• Paul Fearnhead (May, 2003) Perfect Simulation for Mixture Distributions: Component Weights and Discrete Distributions. Lancaster University. Email: p.fearnhead@lancaster.ac.uk. Available as Compressed Postscript. Abstract also available as Hypertext.

• Paul Fearnhead (August, 2001) MCMC, Sufficient Statistics and Particle Filters. Department of Statistics, University of Oxford. Email: fhead@stats.ox.ac.uk. Available as Compressed Postscript. Abstract also available as Hypertext.

• Paul Fearnhead and Peter Clifford (March, 2002) Online inference for well-log data. Lancaster University. Email: p.fearnhead@lancaster.ac.uk. Available as Compressed Postscript. Abstract also available as Hypertext.

• Paul Fearnhead and Loukia Meligkotsidou (March, 2003) Exact filtering for partially-observed continuous-time models. Lancaster University. Email: p.fearnhead@lancaster.ac.uk. Available as Compressed Postscript. Abstract also available as Hypertext.

• Paul Fearnhead and Loukia Meligkotsidou (March, 2007) Filtering methods for Mixture Models. Lancaster University. Email: p.fearnhead@lancs.ac.uk. Available as a pdf file.

• Carmen Fernandez and Peter J Green (October, 2000) Modelling spatially correlated data via mixtures: a Bayesian approach. St Andrews. Email: carmen@mcs.st-and.ac.uk. Available as Postscript. Abstract also available as Hypertext.

• Carmen Fernandez, Gary Koop and Mark Steel (September, 1998) A Bayesian analysis of multiple output production frontiers . University of Bristol. Email: Carmen.Fernandez@bristol.ac.uk. Available as Postscript.

• Carmen Fernandez, Eduardo Ley and Mark Steel (September, 1998) Benchmark priors for Bayesian Model Averaging. University of Bristol. Email: Carmen.Fernandez@bristol.ac.uk. Available as a pdf file.
  (Also available via anonymous ftp at ftp.fedea.es in the file /pub/Papers/1998/DT98-06.pdf)

• Carmen Fernandez and Mark Steel (September, 1998) On the dangers of modelling through continuous distributions: A Bayesian perspective. University of Bristol. Email: Mark.Steel@ed.ac.uk. Available as Postscript. Forthcoming in J.M. Bernardo, J.O. Berger, A.P. Dawid and A.F.M. Smith, eds., Bayesian Statistics 6, Oxford University Press (with discussion).

• Carmen Fernandez and Mark Steel (September, 1998) Bayesian regression analysis with scale mixtures of Normals. University of Bristol. Email: Mark.Steel@ed.ac.uk. Available as Postscript.

• Carmen Fernandez and Mark Steel (September, 1998) Bayesian modeling of catch in a Northwest Atlantic fishery. University of Bristol. Email: Carmen.Fernandez@bristol.ac.uk. Available as Postscript.

• Jose TAS Ferreira, Miguel A Jaarez and Mark FJ Steel (November, 2005) Directional Log-spline Distributions. Endeavour Capital Management. Email: M.F.Steel@stats.warwick.ac.uk. Available as a pdf file.

• Ferreira, J.T.A.S. and Mark F.J. Steel (March, 2004) Bayesian Multivariate Regression Analysis with a New Class of Skewed Distributions. University of Warwick. Email: j.t.a.ferreira@warwick.ac.uk. Available as Compressed Windows archive (zip).

• Ferreira, J.T.A.S. and Mark F.J. Steel (March, 2004) A Constructive Representation of Univariate Skewed Distributions. University of Warwick. Email: j.t.a.ferreira@warwick.ac.uk. Available as Compressed Windows archive (zip).

• Soren Fiig Jarner and Ernst Hansen (January, 1999) Geometric ergodicity of Metropolis algorithms. Lancaster University. Email: s.jarner@lancaster.ac.uk. Available as Postscript.

• James Allen Fill and Motoya Machida (May, 1999) Stochastic Monotonicity and Realizable Monotonicity. The Johns Hopkins University, Department of Mathematical Sciences. Email: jimfill@jhu.edu. Available as Postscript.

• James Allen Fill, Motoya Machida, Duncan J. Murdoch, and Jeffrey S. Rosenthal (May, 1999) Extension of Fill's Perfect Rejection Sampling Algorithm to General Chains. Department of Mathematical Sciences, The Johns Hopkins University. Email: jimfill@jhu.edu. Available as Postscript. Abstract also available as Postscript.

• Morten Fismen (March, 1998) Exact Simulation Using Markov Chains. A Masters Thesis from the Department of Mathematical Sciences, NTNU, Norway. Available as Postscript. Abstract also available as Hypertext.

• Fleming, J. and C. Kirby (August, 2003) A Closer Look at the Relation between GARCH and Stochastic Autoregressive Volatility. Jones Graduate School, Rice University. Email: ckirby@utdallas.edu. Available as a pdf file.

• T.Follestad and H.Rue (March, 2003) Modelling spatial variation in disease risk using Gaussian Markov random field proxies for Gaussian random fields. Department of Mathematical Sciences, NTNU. Email: hrue@math.ntnu.no. Available as Compressed Postscript.

• G. Fort (May, 2002) Computable bounds for V-geometric ergodicity of Markov transition kernels. LMC, University J. Fourier, Grenoble, France. Email: Gersende.Fort@imag.fr. Available as Compressed Postscript.

• G. Fort and E. Moulines (May, 2000) Computable bounds for subgeometrical and geometrical ergodicity. ENSt, Dpt TSI, 46, rue Barrault, 75634 Paris Cedex 13, FRANCE. Email: gfort@tsi.enst.fr. Available as Compressed Postscript.

• G. Fort and E. Moulines (June, 1999) V-subgeometric ergodicity for a Hastings-Metropolis algorithm. ENST, Dpt TSI, 46, rue Barrault, 75634 Paris Cedex 13, France.. Email: gfort@tsi.enst.fr. Available as Postscript.

• G. Fort, E. Moulines, G.O. Roberts, and J.S. Rosenthal (April, 2002) On the geometric ergodicity of hybrid samplers. LMC-IMAG, Grenoble. Email: Gersende.Fort@imag.fr. Available as Compressed Postscript.

• Foss, S.G. and R.L. Tweedie (April, 1997) Perfect Simulation and Backward Coupling. Institute of Mathematics, Novosibirsk and Colorado State University. Email: tweedie@stat.colostate.edu. Available as Postscript.

• S.G. Foss, R.L. Tweedie and J.N. Corcoran (November, 1997) Simulating the invariant measures of Markov chains using backward coupling at regeneration times. Institute of Mathematics, Novosibirsk and Colorado State University. Email: tweedie@stat.colostate.edu. Available as Postscript.

• Nial Friel, Tony Pettitt (November, 2005) Marginal likelihood estimation via power posteriors. University of Glasgow. Email: nial@stats.gla.ac.uk. Available as a pdf file.

• Nial Friel and Havard Rue (August, 2005) Recursive computing for Markov random fields. University of Glasgow, Norwegian University of Science and Technology. Email: nial@stats.gla.ac.uk. Available as a pdf file.

• Arnoldo Frigessi and Jorund Gasemyr and Havard Rue (April, 1999) Antithetic Coupling of Two Gibbs Sampler Chains. Department of Mathematical Sciences, NTNU, Trondheim. Email: hrue@math.ntnu.no. Available as Compressed Postscript. Abstract also available as Hypertext.

• Gelfand, A. E. (January, 1995) Gibbs Sampling (A contribution to the Encyclopedia of Statistical Sciences). University of Connecticut. Available as Postscript.
  (Also available via anonymous ftp at merlot.stat.uconn.edu in the file /pub/papers/tr94/tr9441.ps)

• Gelfand, A.E., Sahu, S.K. (August, 1997) Identifiability, Improper priors and Gibbs Sampling in Generalized Linear Mixed models. University of Connecticut, USA. Email: S.K.Sahu@maths.soton.ac.uk. Available as . Abstract also available as Hypertext. Appeared.

• Gelfand, A.E., Sahu, S.K. and Carlin, B.P. ( , 1994) Efficient Parametrizations for Normal Linear Mixed Models. University of Connecticut, USA. Email: S.K.Sahu@maths.soton.ac.uk. Available as Hypertext. Appeared.

• Gelfand, A.E., Sahu, S.K. and Carlin, B.P. ( , 1994) Efficient Parametrizations for Generalized Linear Mixed Models. University of Connecticut, USA. Email: S.K.Sahu@maths.soton.ac.uk. Available as Hypertext. Appeared.

• Andrew Gelman (October, 2003) Parameterization and Bayesian modeling. Department of Statistics, Columbia University. Email: gelman@stat.columbia.edu. Available as Postscript.

• Andrew Gelman (April, 2004) Prior distributions for variance parameters in hierarchical models. Department of Statistics, Columbia University. Email: gelman@stat.columbia.edu. Available as a pdf file.

• Andrew Gelman, Iwin Leenen, Iven Van Mechelen, and Paul De Boeck (October, 2003) Bridges between deterministic and probabilistic models for binary data.. Department of Statistics, Columbia University. Email: gelman@stat.columbia.edu. Available as Postscript.

• Gelman, A., Roberts, G.O. and Gilks, W.R. (August, 1994) Efficient Metropolis Jumping Rules. University of California, USA. Available as Hypertext. Appeared.

• George, E.I. and McCulloch, R.E. (April, 1996) Approaches for Bayesian variable Selection. The Univeristy of Texas, Austin. Available as Postscript.

• Richard Gerlach, Chris Carter, Robert Kohn (May, 1997) Diagnostics for time series analysis . Australian Graduate School of Management, University of New South Wales. Email: R.Kohn@unsw.edu.au. Available as Compressed Postscript. Abstract also available as Hypertext.
  (Also available via anonymous ftp at ftp.agsm.unsw.edu.au in the file /pub/agsm/stats/papers/96-001.ps.gz)

• Geyer, C. (July, 1996) Likelihood Inference for Spatial Point Processes. University of Minnesota, USA. Available as Compressed Postscript. Abstract also available as Hypertext.

• Geyer, C. (December, 1993) Estimating Normalizing Constants and Reweighting Markov Chain Monte Carlo. University of Minnesota, USA. Available as Postscript.
  (Also available via anonymous ftp at ftp.stat.umn.edu in the file /pub/documents/tech-reports/tr568r.ps)

• Geyer, C. and Thompson, E.A. (February, 1994) Annealing Markov Chain Monte Carlo with application to Ancestral Inference. University of Minnesota, USA. Available as Hypertext. Appeared.

• Ghosh, S. K., P. Mukhopadhyay and J.C. Lu (August, 1998) Bayesian analysis of zero-inflated regression models. North Carolina State University, Raleigh, USA. Email: sghosh@stat.ncsu.edu. Available as Postscript. Abstract also available as Postscript.

• S.G. Giakoumatos, I.D. Vrontos, P. Dellaportas and D.N. Politis (September, 1997) An MCMC Convergence Diagnostic using Subsampling. Department of Statistics, Athens University of Economics and Business. Email: stefanos@aueb.gr. Available as Compressed Postscript.

• Alison Gibbs (May, 1998) Bounding Convergence Time of the Gibbs Sampler in Bayesian Image Restoration. Department of Statistics, University of Toronto. Email: alisong@utstat.toronto.edu. Available as Compressed Postscript. Abstract also available as Compressed Postscript.
  (Also available via anonymous ftp at utstat.toronto.edu in the file /pub/alisong/paper1.ps.Z)

• Alison L. Gibbs (August, 1999) Convergence in the Wasserstein Metric for Markov Chain Monte Carlo Algorithms with Applications in Image Processing. University of Toronto. Email: alisong@utstat.toronto.edu. Available as Compressed Postscript. Abstract also available as Compressed Postscript.
  (Also available via anonymous ftp at utstat.toronto.edu in the file /pub/alisong/paper2.ps.Z)

• Gilks, W.R., Best, N.G. and Tan, K.K.C (October, 1994) Adaptive Rejection Metropolis Sampling within Gibbs Sampling. MRC Biostatistics Unit, Cambridge. Available as Postscript. Abstract also available as Postscript.
  (Also available via anonymous ftp at ftp.mrc-bsu.cam.ac.uk in the file /pub/publications/wally_gilks/arms.ps)

• Gilks, W.R., Roberts, G. O. and Sahu, S.K. (August, 1996) Adaptive Markov Chain Monte Carlo through Regeneration. MRC Biostatistics Unit, Cambridge. Email: S.K.Sahu@maths.soton.ac.uk. Available as . Abstract also available as Hypertext. Appeared.

• Giudici, P. and Green, P.J. (May, 1998 (revised February 1999)) Decomposable Graphical Gaussian Model determination. Universita di Pavia and University of Bristol. Email: giudici@ipv36.unipv.it. Available as Postscript. Abstract also available as Hypertext.

• Giudici, P, Green, P.J. and Tarantola, C. (November, 1999) Efficient model determination for discrete graphical models. University of Pavia. Email: claudia.tarantola@uni-bocconi.it. Available as Postscript.

• Giudici, P., Knorr-Held, L. and Raber, G. (April, 1999) Modelling Categorical Covariates in Bayesian Disease Mapping by Partition Structures. Universita di Pavia. Email: giudici@ipv36.unipv.it. Available as Postscript.

• Giudici, P. and Roberts, G.O. (June, 1998) On the Automatic Choice of Reversible Jumps. Universita di Pavia. Email: giudici@ipv36.unipv.it. Available as Postscript.

• Giudici, P. and Stanghellini, E. (April, 1999) Bayesian Inference for Graphical Factor Analysis Models. Universita di Pavia. Email: giudici@ipv36.unipv.it. Available as Postscript.

• Glynn, P.W. (May, 1995) Two Approaches to the Initial Transient Problem. Department of Operations Research, Stanford University, USA. Available as Postscript.

• Simon J. Godsill (September, 1998) On the relationship between MCMC model uncertainty methods. University of Cambridge. Email: sjg@eng.cam.ac.uk. Available as Compressed Postscript. Abstract also available as Text.

• Goldberg, L. A., and Jerrum, M. (January, 1999) The Burnside process converges slowly. University of Warwick. Email: mrj@dcs.ed.ac.uk. Available as file with non-standard extension.

• Gopika R. Goswami, Jun S. Liu, Wing H. Wong (September, 2005) Evolutionary Monte Carlo methods for Clustering. Harvard University. Email: goswami@stat.harvard.edu. Available as Hypertext.

• Vivek K. Gore and Mark R. Jerrum (December, 1996) The Swendsen-Wang process does not always mix rapidly. Department of Computer Science, University of Edinburgh. Email: gore@dcs.ed.ac.uk. Available as Compressed Postscript. Abstract also available as Hypertext.

• Gopika R. Goswami and Jun S. Liu (January, 2005) On Real-Parameter Evolutionary Monte Carlo Algorithm. Department of Statistics, Harvard University. Email: goswami@stat.harvard.edu. Available as Postscript.

• Granville, V. and Smith, R.L. (November, 1995) Clustering and Neyman-Scott Process Parameter Simulation via Gibbs Sampling. University of Cambridge. Available as Compressed Postscript.

• Green, P.J. ( , 1994) Markov Chain Monte Carlo in Image Analysis. University of Bristol. Available as Hypertext. Appeared.

• Green, P.J. ( , 1994) Monte Carlo Methods: An Overview. University of Bristol. Available as Hypertext.

• Green, P.J. (January, 1995) Reversible Jump MCMC Computation and Bayesian Model determination. University of Bristol. Available as Hypertext. Appeared.

• Peter Green and Kanti Mardia (August, 2004) Bayesian alignment using hierarchical models, with applications in protein bioinformatics. University of Bristol. Email: P.J.Green@bristol.ac.uk. Available as a pdf file. Abstract also available as Hypertext.

• Green, P.J. and Mira, A. (November, 1999) Delayed Rejection in Reversible Jump Metropolis-Hastings. University of Bristol. Email: P.J.Green@bristol.ac.uk. Available as Postscript. Abstract also available as Hypertext.

• Peter Green and Duncan Murdoch (April, 1998) Exact sampling for Bayesian inference: towards general purpose algorithms. University of Bristol. Email: P.J.Green@bristol.ac.uk. Available as Postscript. Abstract also available as Hypertext. To be presented as an invited paper at the 6th Valencia International Meeting on Bayesian St atistics, Alcossebre, Spain, June 1998..

• Peter J. Green and Sylvia Richardson (July, 2001) Hidden Markov models for disease mapping - revised. University of Bristol. Email: P.J.Green@bristol.ac.uk. Available as Postscript. Abstract also available as Hypertext.

• Peter J. Green and Sylvia Richardson (July, 1998) Modelling heterogeneity with and without the Dirichlet process. University of Bristol. Email: P.J.Green@bristol.ac.uk. Available as Postscript. Abstract also available as Hypertext.

• J.E. Griffin and M.F.J. Steel (December, 2001) Inference with Non-Gaussian Ornstein-Uhlenbeck Processes for Stochastic Volatility. University of Kent at Canterbury. Email: J.E.Griffin@ukc.ac.uk. Available as Postscript.

• Gruet, M.A., Philippe, A. and Robert, C.P. (February, 1998) MCMC Control Spreadsheets for Exponential Mixture Estimation. CREST, INSEE, Paris. Available as Hypertext. Appeared in J. Comp. Graph. Stat...

• A. Guglielmi, C.C. Holmes, and S.G. Walker (September, 1999) Perfect simulation involving a continuous and unbounded state space. CNR-IAMI, Italy. Email: c.holmes@ic.ac.uk. Available as Compressed Postscript.

• A.Guglielmi and R.L. Tweedie (June, 2000) MCMC estimation of the law of the mean of a Dirichlet process . CNR-IAMI, Milano, Italy. Email: tweedie@biostat.umn.edu. Available as Postscript.

• Guihenneuc-Jouyaux, C., Knight, S., Mengersen, K.L., Richardson, S. and Robert, C.P. (April, 1999) MCMC convergence diagnostics in action. Universite Paris 5. Email: guihenne@citi2.fr. Available as Compressed Postscript.
  (Also available via anonymous ftp at ftp.ensae.fr in the file /pub/labo_stat/CPRobert/action.ps.gz)

• Guihenneuc-Jouyaux, C. and Robert, C. P. (September, 1997) Discretizations of continuous state space Markov chains for MCMC convergence assessment (revised). University of Paris, V.Appeared in JASA (1998) 93, 1055-1067..

• G. Guillot, D. Kan-King-Yu, J. Michelin, Ph. Huet (November, 2005) Inference of a hidden tessellation from multivariate data. Application to the delineation of homogeneous regions in an agricultural field. INRA MIA. Email: guillot@inapg.inra.fr. Available as a pdf file.

• Guillot, Estoup, Mortier, Cosson (September, 2004) A spatial statistical model for lanscape genetics. INRA (France). Email: guillot@inapg.inra.fr. Available as a pdf file.

• Paul Gustafson (May, 1997) A Guided Walk Metropolis Algorithm. University of British Columbia. Email: gustaf@stat.ubc.ca. Available as Compressed Postscript.
  (Also available via anonymous ftp at newton.stat.ubc.ca in the file /pub/gustaf/metro.ps.gz)

• Haggstrom, O., Lieshout, M.N.M. and Møller, J. (November, 1996) Characterisation results and Markov chain Monte Carlo algorithms including exact simulation for some spatial point processes. Aalborg University, Denmark. Email: jm@math.auc.dk. Available as Postscript.

• Olle Haggstrom and Jeffrey S. Rosenthal (September, 2007) On Variance Conditions for Markov Chain CLTs. Chalmers University of Technology. Email: jeff@math.toronto.edu. Available as a pdf file.

• Han, C. and Carlin, B.P. (January, 2000) MCMC methods for computing Bayes factors: a comparative review. Division of Biostatistics, University of Minnesota. Email: brad@biostat.umn.edu. Available as Compressed Postscript.
  (Also available via anonymous ftp at muskie.biostat.umn.edu in the file /pub/2000/rr2000-001.ps.gz)

• Mark Hansen and Charles Kooperberg (February, 1999) Spline adaptation in extended linear models. Bell Laboratories. Email: cocteau@bell-labs.com. Available as Compressed Postscript.

• Martin B. Hansen and Steffen L. Lauritzen (August, 1998) Nonparametric Bayes Inference for Concave Distribution Functions. Department of Mathematics, Aalborg University, Denmark. Email: mbh@math.auc.dk. Available as Postscript.

• Kenneth M. Hanson (March, 2001) MCMC posterior sampling with the Hamiltonian method. Los Alamos National Laboratory. Email: kmh@lanl.gov. Available as a pdf file. Abstract also available as Hypertext.

• Murali Haran, James S. Hodges, and Bradley P. Carlin (March, 2001) Accelerating computation in Markov random field models for spatial data via structured MCMC. Division of Biostatistics, University of Minnesota. Email: brad@biostat.umn.edu. Available as Compressed Postscript.
  (Also available via anonymous ftp at ftp.biostat.umn.edu in the file /pub/2001/rr2001-003.ps.gz)

• Michael Harvey (October, 1999) Monte Carlo Inference for Belief Networks Using Coupling From the Past. U. of Toronto, Detp. of Computer Science. Email: mikeh@cs.toronto.edu. Available as Compressed Postscript.
  (Also available via anonymous ftp at ftp.cs.toronto.edu in the file /pub/radford/mike-thesis.ps.Z)

• Yu Hayakawa, Darren Upton, Paul S.F. Yip and Philip D. O'Neill (September, 2000) Inference for a multitype epidemic model using Markov chain Monte Carlo methods. Victoria University of Wellington. Email: Yu.Hayakawa@vuw.ac.nz. Available as Postscript.

• Haario, H., Saksman, E. and Tamminen, J. (July, 1998) An Adaptive Metropolis Algorithm. University of Helsinki, Finland. Email: johanna.tamminen@fmi.fi. Available as Compressed Postscript.

• Haario, H., Saksman, E. and Tamminen, J. (July, 1998) Adaptive Proposal Distribution for Random Walk Metropolis Algorithm. University of Helsinki, Finland. Email: johanna.tamminen@fmi.fi.Appeared in Computational Statistics 14.

• Higdon, D. (July, 1996) Auxiliary Variable Methods for Markov Chain Monte Carlo with Applications. ISDS, Duke University. Available as Postscript.
  (Also available via anonymous ftp at ftp.isds.duke.edu in the file /pub/WorkingPapers/96-17.ps)

• Higdon, D., Lee, H., and Bi, Z. (October, 2001) A Bayesian Approach to Characterizing Uncertainty in Inverse Problems Using Coarse and Fine Scale Information. Duke University. Email: higdon@stat.duke.edu. Available as Postscript.

• J.P. Hobert and C.J. Geyer (May, 1998) Geometric ergodicity of Gibbs and block Gibbs samplers for a hierarchical random effects model. University of Florida. Email: jhobert@stat.ufl.edu. Available as Postscript.

• Hobert, J.P., Jones, G.L. and Robert, C.P. (February, 2004) Using a Markov chain to construct a tractable approximation of an untractable probability distribution.. Department of Statistics, University of Florida. Email: jhobert@stat.ufl.edu. Available as a pdf file.

• Hobert, J., Robert, C. (September, 1997) Eaton's Markov Chain, its Conjugate Partner, and P-admissibility. CREST, INSEE, Paris. Email: robert@ensae.fr. Available as Hypertext. Appeared in Annals of Statistics..

• James P. Hobert & Christian P. Robert (October, 2000) Moralizing Perfecy Sampling. Dept. of Statistics, University of Florida, Gainesville. Email: xian@ceremade.dauphine.fr. Available as Compressed Postscript.

• Hobert, J., Robert, C. and Goutis, C. (September, 1995) Connectedness Conditions for the Convergence of the Gibbs Sampler. University of Florida, USA. Available as Hypertext. .

• Hobert, J., Robert, C.P. and Titterington, D.M. (September, 1998) On Perfect Simulation for some Mixtures of Distributions. Dept. of Statistics, University of Florida. Email: robert@ensae.fr. Available as Compressed Postscript.
  (Also available via anonymous ftp at ftp.ensae.fr in the file /pub/labo_stat/CPRobert/perfmix.ps.gz)

• Hodgson, M.E.A. and P. J. Green (July, 1998) Markov model discrimination for ion channels: a feasibility study. University of Bristol, U.K. Email: M.Hodgson@bristol.ac.uk. Available as Postscript.

• Jennifer A. Hoeting, Molly Van Caster, and David Bowden (September, 1997) An Improved Model for Spatially Correlated Binary Responses. Colorado State University Statistics Department. Email: jah@stat.colostate.edu. Available as Postscript.

• James P. Hobert and Jeffrey S. Rosenthal (February, 2007) Norm Comparisons for Data Augmentation. University of Florida. Email: jeff@math.toronto.edu. Available as a pdf file.

• Lars Holden (April, 1997) Geometric convergence of a general Markov chain. Norwegian Computing Center. Email: Lars.Holden@nr.no. Available as Postscript. Abstract also available as Postscript.

• Lars Holden (December, 1996) Geometric convergence of the Metropolis-Hastings simulation algorithm. Norwegian Computing Center, University of Oslo. Email: Lars.Holden@nr.no. Available as Postscript. Abstract also available as Postscript.

• Holden, Lars (December, 1998) Adaptive chains. Norwegian Computing Center. Email: Lars.Holden@nr.no. Available as Postscript. Abstract also available as Postscript.

• Holmes, C.C. and Denison, D.G.T. (October, 2001) Perfect sampling for the wavelet reconstruction of signals. Dept. Mathematics, Imperial College London. Email: c.holmes@ic.ac.uk. Available as Compressed Postscript.

• CC Holmes, DGT Denison, BK Mallick (January, 1999) Bayesian partitioning for classification and regression. Imperial College, London. Email: c.holmes@ic.ac.uk. Available as Compressed Postscript.

• Holmes, C.C, Denison, D.G.T and Mallick, B.K. (February, 1999) Bayesian model order determination and basis selection for seemingly unrelated regressions.. Imperial College, London.. Email: c.holmes@ic.ac.uk. Available as Compressed Postscript.

• Holmes, C and Held, L (October, 2003) On the simulation of Bayesian binary and polychotomous regression models using auxiliary variables. Imperial College London. Email: c.holmes@imperial.ac.uk. Available as a pdf file. Abstract also available as pdf.

• Holmes, C.C and Mallick, B.K. (February, 1999) Bayesian piecewise linear regression using multivariate linear splines. Department Mathematics, Imperial College, London. Email: c.holmes@ic.ac.uk. Available as Compressed Postscript.

• Holmes, C. C. and Mallick, B. K. (March, 1998) Parallel Markov chain Monte Carlo sampling: an evolutionary based approach. Imperial College, London.. Email: c.holmes@ic.ac.uk. Available as Compressed Postscript.

• C C Holmes and B K Mallick (April, 1997) Bayesian Radial Basis Functions of Unknown Dimension. Imperial College. Email: c.holmes@ic.ac.uk. Available as Compressed Postscript.

• Holmes, C.C and Mallick, B. K. (September, 1998) Perfect simulation for orthogonal model mixing. Statistics section, Dept. Maths., Imperial College, London. Email: c.holmes@ic.ac.uk. Available as Postscript.

• Zaiying Huang and Andrew Gelman (October, 2003) Sampling for Bayesian computation with large datasets. Department of Statistics, Columbia University. Email: gelman@stat.columbia.edu. Available as a pdf file.

• Richard P Hugtenburg (June, 2004) Markov chain Monte Carlo sampling of a normal distribution from an exponential distribution. School of Physics and Astronomy, University of Birmingham. Email: r.p.hugtenburg@bham.ac.uk. Available as Hypertext.

• Hurn, Merrilee, Justel, Ana, and Robert, Christian P. (February, 2000) Estimating mixtures of regressions. Department of Mathematics, University of Bath, UK. Email: m.a.hurn@maths.bath.ac.uk. Available as Compressed Postscript.
  (Also available via anonymous ftp at ftp.ensae.fr in the file /pub/labo_stat/CPRobert/Regresmix.ps.gz)

• Merrilee Hurn, Havard Rue and Nuala A. Sheehan (September, 1997) Block updating in constrained Markov chain Monte Carlo sampling. Department of Mathematical Sciences, University of Bath, UK. Email: M.A.Hurn@maths.bath.ac.uk. Available as Postscript.

• Merrilee Hurn and Stephen Walker (March, 2001) Space Augmented and Double Slice Sampling. University of Bristol. Email: M.Hurn@bris.ac.uk. Available as Compressed Postscript.

• Oddvar Husby and Havard Rue (October, 2001) Estimating Blood Vessel Areas in Ultrasound Images Using a Deformable Template Model. Department of Mathematical Sciences, Norwegian University of Science and Technology. Email: hrue@math.ntnu.no. Available as Compressed Postscript. Abstract also available as Hypertext.

• Yukito Iba (January, 2001) Extended Ensemble Monte Carlo. The Institute of Statistical Mathematics. Email: iba@ism.ac.jp. Available as file with non-standard extension. Abstract also available as file with non-standard extension.

• Hemant Ishwaran (June, 2002) Applications of hybrid Monte Carlo to Bayesian generalized linear models: quasicomplete separation and neural networks. Cleveland Clinic Foundation. Email: ishwaran@bio.ri.ccf.org. Available as Postscript. Abstract also available as Hypertext. Applications of leapfrog Hybrid Monte Carlo. Appeared in JCGS..

• Hemant Ishwaran (June, 2002) Univariate and multirater ordinal cumulative link regression with covariate specific cutpoints. Cleveland Clinic Foundation. Email: ishwaran@bio.ri.ccf.org. Available as a pdf file. Abstract also available as Hypertext. Bayesian ordinal regression models via leapfrog HMC. Appeared in JCGS..

• Hemant Ishwaran (September, 2000) Univariate and multirater ordinal cumulative link regression with covariate specific cutpoints. Dept of Biostatistics, Cleveland Clinic Foundation. Email: ishwaran@bio.ri.ccf.org. Available as a pdf file.

• Hemant Ishwaran and Lancelot F. James (June, 2001) Approximate Dirichlet process computing in finite normal mixtures: smoothing and prior information. Cleveland Clinic Foundation. Email: ishwaran@bio.ri.ccf.org. Available as Postscript. To appear in J. Comp. Graph. Statist..

• Hemant Ishwaran and Lancelot F. James (September, 2000) Gibbs Sampling Methods for Stick-Breaking Priors. Dept of Biostatistcs, Cleveland Clinic Foundation. Email: ishwaran@bio.ri.ccf.org. Available as Postscript.

• Hemant Ishwaran, Lancelot James and Jiayang Sun (March, 2002) Bayesian Model Selection in Finite Mixtures by Marginal Density Decompositions. Cleveland Clinic Foundation. Email: ishwaran@bio.ri.ccf.org. Available as a pdf file.

• Eric Jacquier and Robert Jarrow (May, 1997) Model Error in Contingent Claim Models (Dynamic Evaluation). Boston College,Carroll School of Mgmt, Finance Dept. Email: jacquier@jacquier.bc.edu. Available as Postscript. Abstract also available as Text.
  (Also available via anonymous ftp at jacquier.bc.edu in the file /pub/papers/dynev.ps)

• Sonia Jain and Radford M. Neal (September, 2005) Splitting and Merging Components of a Nonconjugate Dirichlet Process Mixture Model. Division of Biostatistics and Bioinformatics, University of California at San Diego; La Jolla CA 92093-0717. Email: sojain@ucsd.edu. Available as a pdf file. Abstract also available as Hypertext.
  (Also available via anonymous ftp at ftp.cs.toronto.edu in the file /pub/radford/mixsplit2.pdf)

• Sonia Jain and Radford M. Neal (July, 2000) A Split-Merge Markov Chain Monte Carlo Procedure for the Dirichlet Process Mixture Model. Dept. of Statistics, University of Toronto. Email: sonia@utstat.toronto.edu. Available as Compressed Postscript. Abstract also available as Hypertext.

• A. Jalobeanu, L. Blanc-Feraud, J. Zerubia (September, 1998) Hyperparameter estimation for satellite image restoration by a MCMCML method. INRIA. Email: Andre.Jalobeanu@sophia.inria.fr. Available as Compressed Postscript. Abstract also available as Hypertext.
  (Also available via anonymous ftp at ftp.inria.fr in the file /INRIA/publication/RR/RR-3469.ps.gz)

• Jamieson, L and S.P. Brooks (May, 2002) State Space Models for Density Dependence in Population Ecology. University of Cambridge. Email: steve@statslab.cam.ac.uk. Available as . Abstract also available as Hypertext.

• Soren F. Jarner and Gareth O. Roberts (February, 2001) Convergence of heavy tailed MCMC algorithms . Lancaster University. Email: s.jarner@lancaster.ac.uk. Available as Compressed Postscript.

• Soren Fiig Jarner and Gareth Roberts (May, 2000) Polynomial convergence rates of Markov chains. Lancaster University. Email: s.jarner@lancaster.ac.uk. Available as Postscript.

• Soren F. Jarner and Richard L. Tweedie (June, 2001) Necessary conditions for geometric and polynomial ergodicity of random walk-type Markov chains. Lancaster University. Email: s.jarner@lancaster.ac.uk.. Available as Postscript.

• Soren F. Jarner and Richard L. Tweedie (June, 2001) Convergence rates and moments of Markov chains associated with the mean of Dirichlet processes. Lancaster University. Email: s.jarner@lancaster.ac.uk. Available as Postscript.

• Jasra, A. and Yang, C. (November, 2005) A regeneration proof of the central limit theorem for uniformly ergodic Markov chains. Department of Mathematics, Imperial College London, SW7 2AZ, London, UK. Email: chaoyang@math.toronto.edu. Available as a pdf file.

• Claus Skaanning Jensen and Augustine Kong (January, 1997) Blocking Gibbs Sampling for Linkage Analysis in Large Pedigrees with Many Loops. Aalborg University, Denmark. Email: claus@cs.auc.dk. Available as Compressed Postscript.
  (Also available via anonymous ftp at ftp.cs.auc.dk in the file /pub/reports/tech-reports/R96-2048.ps.gz)

• Jensen, C. S., Kong, A. and Kjaerulff, A. (October, 1995) Blocking Gibbs Sampling in Very Large Probabilistic Expert Systems. Aalborg University, Denmark. Available as Hypertext. Appeared.

• Johnson, V.E. (February, 1996) A Coupling-Regeneration Scheme for Diagnosing Convergence of Markov Chain Monte Carlo Algorithms. Duke University, USA. Available as Compressed Postscript.
  (Also available via anonymous ftp at ftp.isds.duke.edu in the file /pub/Users/valen/crs.ps.Z)

• Johnson, V.E. (July, 1994) Studying Convergence of MCMC Algorithms using Coupled Sample Paths. Duke University, USA. Available as Compressed Postscript.
  (Also available via anonymous ftp at ftp.isds.duke.edu in the file /pub/Users/valen/coupled.ps.Z)

• Valen E. Johnson (October, 1998) Posterior Distributions on Normalizing Constants. ISDS, Duke University. Email: valen@isds.duke.edu. Available as Postscript. Abstract also available as Hypertext.
  (Also available via anonymous ftp at ftp.isds.duke.edu in the file /pub/WorkingPapers/98-26.ps)

• Valen Johnson (November, 2002) A Bayesian Chi-Squared Test for Goodness of Fit. University of Michigan. Email: valenj@umich.edu. Available as Postscript.

• G. L. Jones, M. Haran, B. S. Caffo and R. Neath (January, 2006) Fixed-width output analysis for Markov chain Monte Carlo. University of Minnesota. Email: galin@stat.umn.edu. Available as a pdf file.

• Ana Justel and Daniel Pena (June, 1998) Bayesian unmasking in linear models. Departamento de Matematicas, Universidad Autonoma de Madrid. Email: ana.justel@uam.es. Available as Hypertext. To appear in Computational Statistics and Data Analysis.

• Ana Justel, Daniel Pena and Ruey S. Tsay (June, 1998) Detection of outlier patches in autoregressive time series. Departamento de Matematicas, Universidad Autonoma de Madrid. Email: ana.justel@uam.es. Available as Hypertext. To appear in Statistica Sinica.

• Kalogeropoulos K., Roberts G.O. and Dellaportas P. (November, 2007) Inference for stochastic volatility models using time change transformations. University of Cambridge, Engineering Department - Signal Processing Laboratory. Email: kk384@cam.ac.uk. Available as a pdf file.

• Kalogeropoulos K., Dellaportas P. and Roberts G.O. (November, 2007) Likelihood-based inference for correlated diffusions. University of Cambridge, Engineering Department - Signal Processing Laboratory. Email: kk384@cam.ac.uk. Available as a pdf file.

• Kass, R.E., B.P. Carlin, A. Gelman and R.M. Neal (February, 1997) Markov Chain Monte Carlo in Practice: A Roundtable Discussion. Department of Statistics, Carnegie Mellon University. Email: brad@muskie.biostat.umn.edu. Available as Compressed Postscript.
  (Also available via anonymous ftp at muskie.biostat.umn.edu in the file /pub/1997/rr97-001.ps.Z)

• Zoltan Kato (August, 2004) Bayesian Color Image Segmentation Using Reversible Jump Markov Chain Monte Carlo. Institute of Informatics, Universtity of Szeged. Email: kato@inf.u-szeged.hu. Available as a pdf file. Abstract also available as Hypertext.
  (Also available via anonymous ftp at ftp.inria.fr in the file /associations/ERCIM/research_reports/pdf/R055.pdf)

• W.S.Kendall (September, 1997) Perfect Simulation for the Area-Interaction Point Process. University of Warwick. Email: w.s.kendall@warwick.ac.uk. Available as . Abstract also available as Hypertext. Appeared in Probability Towards 2000 by L. Accardi and C.C. Hyde (eds). Springer: New York, p218-234..

• Kendall, W. S. and Møller, J. (April, 1999) Perfect Metropolis-Hastings Simulation of Locally Stable Point Processes. Dept. of Statistics, University of Warwick. Email: jm@math.auc.dk. Available as Compressed Postscript.

• Kendall, W. S. and Thoennes, E. (January, 1998) Perfect Simulation in Stochastic Geometry. Dept. of Statistics, University of Warwick. Email: W.S.Kendall@warwick.ac.uk. Available as Compressed Postscript. Abstract also available as Hypertext.

• Hyoung-Moon Kim and Bani K. Mallick (September, 2000) A Bayesian prediction using the elliptical and the skew Gaussian processes. Texas A&M. Email: hmkim@stat.tamu.edu. Available as Postscript.

• King, R. and Brooks, S.P. (March, 2001) Bayesian Model Discrimination for Multiple Strata Capture-Recapture Data. University of Cambridge. Email: steve@statslab.cam.ac.uk. Available as Postscript. Abstract also available as Hypertext.

• King, R. and Brooks, S.P. (September, 2001) Model Selection for Integrated Recovery/Recapture Data. University of Cambridge. Email: steve@statslab.cam.ac.uk. Available as Postscript. Abstract also available as Hypertext.

• King, R. and Brooks, S.P. (November, 1999) A Note on the Bayesian Analysis of Population Size. University of Bristol. Email: steve@statslab.cam.ac.uk. Available as Postscript. Abstract also available as Hypertext.

• Kleibergen, F. and Paap, R. (February, 1997) Priors, Posterior Odds and Lagrange Multiplier Statistics in Bayesian Analyses of Cointegra tion. Econometric Institute, Erasmus University Rotterdam. Email: kleibergen@few.eur.nl. Available as Postscript. Abstract also available as Hypertext.

• Leonhard Knorr-Held and Julian Besag (June, 1997) Modelling Risk from a Disease in Time and Space. Institut fur Statistik, Universitat Munchen, Germany. Email: leo@stat.uni-muenchen.de. Available as Postscript.
  (Also available via anonymous ftp at ftp.stat.uni-muenchen.de in the file /pub/leo/ohio.ps)

• Knorr-Held, L., Rasser, G. (May, 1998) Bayesian Detection of Clusters and Discontinuities in Disease Maps. Institut fur Statistik, Universitat Munchen, Germany. Email: leo@stat.uni-muenchen.de. Available as Compressed Postscript.
  (Also available via anonymous ftp at ftp.stat.uni-muenchen.de in the file /pub/leo/bdcd.ps.Z)

• Leonhard Knorr-Held and Havard Rue (July, 2000) On block updating in Markov random field models for disease mapping. Imperial College London, UK and University Munich, Germany. Email: l.knorr-held@ic.ac.uk. Available as Postscript.
  (Also available via anonymous ftp at ftp.stat.uni-muenchen.de in the file /pub/leo/block.ps)

• Michael R. Kosorok (May, 1998) Monte Carlo error estimation for multivariate Markov chains. Departments of Statistics and Biostatistics and Medical Informatics, University of Wi sconsin-Madison. Email: kosorok@biostat.wisc.edu. Available as Postscript.

• Michael R. Kosorok, Jeffrey A. Douglas, and Daode Huang (April, 1998) Maximum working likelihood inference with Markov chain Monte Carlo. Departments of Statistics and Biostatistics and Medical Informatics, University of Wisconsin-Madison. Email: kosorok@biostat.wisc.edu. Available as Postscript.

• Leon, Carlos A., and Francois Perron (April, 2001) Optimal Chernoff Bounds for Finite Reversible Markov Chains. Universidad de Concepcion (Chile). Email: cleon@ing-mat.udec.cl. Available as Postscript.
  (Also available via anonymous ftp at ftp.ing-mat.udec.cl in the file /users/cleon/artcl3.ps)

• D. Leporini (April, 1998) Optimized Representations of Signals Using Bayesian Decomposition Trees. Laboratoire des Signaux et Systemes, ESE, France . Email: leporini@lss.supelec.fr. Available as Compressed Postscript.
  (Also available via anonymous ftp at ftp.supelec.fr in the file /lss/Reports/Leporini/bdt.ps.gz)

• Lewis, S. M. and Raftery, A. E. (January, 1995) Bayes Factors via Posterior Simulation using the Laplace Metropolis Estimator. University of Washington, USA. Available as Postscript.
  (Also available via anonymous ftp at ftp.stat.washington.edu in the file /pub/tech.reports/tr279.ps)

• Faming Liang (July, 2002) Dynamically Weighted Importance Sampling in Monte Carlo Computation. Department of Statistics and Applied Probability, National University of Singapore. Email: stalfm@nus.edu.sg. Available as a pdf file.

• Faming Liang (May, 2007) Continuous Contour Monte Carlo for Marginal Density Estimation with an Application to Spatial Statistical Model. Department of Statistics, Texas A&M University. Email: fliang@stat.tamu.edu. Available as a pdf file. The paper is to appear in Journal of Computational and Graphical Statistics. .

• Faming Liang, Chuanhai Liu, and Raymond J. Carroll (January, 2007) Stochastic Approximation in Monte Carlo Computation. Department of Statistics, Texas A&M University, College Station, TX 77845. Email: fliang@stat.tamu.edu. Available as a pdf file.

• Faming Liang and Wing Hung Wong (July, 2002) Real-Parameter Evolutionary Monte Carlo with Applications to Bayesian Mixture Models. Department of Statistics and Applied Probability, National University of Singapore. Email: stalfm@nus.edu.sg. Available as a pdf file.

• Faming Liang and Wing Hung Wong (July, 2002) Evolutionary Monte Carlo for Protein Folding Simulations. Department of Statistics and Applied Probability, National University of Singapore. Email: stalfm@nus.edu.sg. Available as a pdf file.

• Faming Liang and Wing Hung Wong (July, 2002) Evolutionary Monte Carlo: Applications to Cp Model Sampling and Change Point Problem. Department of Statistics and Applied Probability, National University of Singapore. Email: stalfm@nus.edu.sg. Available as a pdf file.

• Li, S., D.K. Pearl, and H. Doss (September, 1996) Phylogenetic Tree Construction Using Markov Chain Monte Carlo. Iowa State University. Available as Compressed Postscript.

• Liu, J.S. (April, 1996) Fraction of Missing Information and Convergence Rate of Data Augmentation. Stanford, USA. Available as Compressed Postscript.

• Liu, J.S. (April, 1996) Metropolized Gibbs Sampler: An Improvement. Stanford, USA. Available as Compressed Postscript.

• Liu, J.S. (April, 1996) Metropolized Independence Sampling with Comparisons to Rejection Sampling and Importance Sampling. Stanford, USA. Available as Compressed Postscript.

• Liu, J.S. (April, 1991) Correlation Structure and Convergence Rate of the Gibbs Sampler - PhD Thesis. University of Chicago. Available as Compressed Postscript.

• Liu, J.S. and Chen, R. (August, 1996) A Note on Monte Carlo Methods for Dynamic Systems. Stanford, USA. Available as Compressed Postscript.

• Jun S Liu and Chiara Sabatti (August, 1998) Simulated Sintering: MCMC With Spaces of Varying Dimensions. Department of Statistics, Stanford University. Email: jliu@stat.stanford.edu. Available as Postscript.

• Jun S Liu and Chiara Sabatti (August, 1998) Generalized Multigrid Monte Carlo for Bayesian Computation. Department of Statistics, Stanford University. Email: jliu@stat.stanford.edu. Available as Postscript.

• Jun S Liu, Wing Hung Wong and Rong Chen (November, 1996) Rejection control and importance sampling. Department of Statistics, Stanford University. Email: jliu@paolu.stanford.edu. Available as Compressed Postscript.

• Jun S Liu and Ying Nian Wu (August, 1998) Parameter Expansion for Data Augmentation. Department of Statistics, Stanford University. Email: jliu@stat.stanford.edu. Available as Compressed Postscript.

• Liu, J.S. and Lawrence, C.E. (April, 1996) Statistical Models for Multiple Sequence Alignment: Unifications and Generalizations. Stanford, USA. Available as Compressed Postscript.

• Jens Lund, Antti Penttinen, Mats Rudemo (February, 2000) Bayesian analysis of spatial point patterns from noisy observations. Department of Mathematics and Physics, The Royal Veterinary and Agricultural University, Denmark. Email: jlund@dina.kvl.dk. Available as Compressed Postscript.
  (Also available via anonymous ftp at ftp.dina.kvl.dk in the file /pub/Staff/Jens.Lund/reconstruct/estx1.ps.gz)

• MacEachern, S. N., Clyde, M. and Liu, J.S. (June, 1996) Sequential Importance Sampling for Nonparametric Bayes models: The Next Generation. Ohio State University. Available as Postscript.
  (Also available via anonymous ftp at ftp.isds.duke.edu in the file /pub/WorkingPapers/96-09.ps)

• MacEachern, S. N. and Peruggia, M. (July, 1996) Importance Link Function Estimation for Markov Chain Monte Carlo Methods. Ohio State University. Available as Postscript.

• Madigan, D. and York, Y. (June, 1996) Bayesian Graphical Models for Discrete Data. University of Washington. Available as Postscript.

• Mallick, B. K. (April, 1996) Bayesan Curve Estimation by Polynomials of Random Order. Imperial College, London. Available as Postscript.

• Mallick, B. K., Denison, D.G.T. and Gangopadhyay, A.K. (October, 1996) A Bayesan Curve Fitting Approach to Power Spectrum Estimation. Imperial College, London. Email: d.denison@ic.ac.uk. Available as Compressed Postscript.

• Mallick, B. K., Denison, D.G.T. and Smith, A.F.M. (May, 1997) Bayesian Survival Analysis using a MARS Model. Imperial College, London. Email: d.denison@ic.ac.uk. Available as Compressed Postscript.

• A. D. Manita (November, 1997) Convergence Time to Equilibrium for Multi-particle Markov Chains. Moscow State University. Email: manita@mech.math.msu.su. Available as Postscript. Abstract also available as Hypertext.

• Manita, A.D. (December, 1996) Convergence Time to Equilibrium for Large Finite Markov Chains. Moscow State University. Email: manita@mech.math.msu.su. Available as Postscript. Abstract also available as Hypertext.

• J. M. Marin, K. Mengersen and C.P. Robert (February, 2004) Bayesian Modelling and Inference on Mixtures of Distributions. CEREMADE, Universite Paris Dauphine. Email: marin@ceremade.dauphine.fr. Available as a pdf file. Abstract also available as Hypertext.

• Mase, S., Møller, J., Stoyan, D., Waagepetersen, R.P. and Doge, G. (April, 1999) Packing Densities and Simulated Tempering for Hard Core Gibbs Point Processes. Department of Math. and Comp. Sci., Tokyo Inst. of Tech.. Email: jm@math.auc.dk. Available as Compressed Postscript.

• Peter Mathe (March, 1997) Relaxation of Product Markov Chains on Product Spaces. WIAS Berlin. Email: mathe@wias-berlin.de. Available as file with non-standard extension.

• Peter Mathe and Erich Novak (November, 2006) Simple Monte Carlo and the Metropolis algorithm. Weierstrass Institute for Applied Analysis and Stochastics, Mohrenstrasse 39, D-10117 Berlin, Germany. Email: mathe@wias-berlin.de. Available as a pdf file. Abstract also available as file with non-standard extension.

• Mau, B. Newton, M.A. and Larget, B. (July, 1996) Bayesian phylogenetic inference via Markov chain Monte Carlo methods . University of Wisconsin - Madison. Available as Postscript. Abstract also available as Hypertext.
  (Also available via anonymous ftp at ftp.stat.wisc.edu in the file /pub/newton/tr961.ps)

• McKeague, I.W. and Wefelmeyer, W. (December, 1995) Markov Chain Monte Carlo and Rao-Blackwellization. Florida State University, USA. Available as Compressed Postscript.

• Mengersen, K. L., Robert, C.P. and Guihenneuc-Jouyaux, C. (May, 1998) MCMC convergence diagnosics: a `reviewww'. CREST, INSEE, Paris. Email: robert@bayes.ensae.fr.Appeared in Bayesian Statistics VI.

• Mengersen, K. L. and Tweedie, R. L. (January, 1995) Rates of Convergence of the Hastings and Metropolis Algorithms. University of Queensland, Australia. Available as Compressed Postscript.

• Antonietta Mira (February, 2001) Efficiency increasing and stationarity preserving probability mass transfers for MCMC. U. of Insubria, Varese, Italy. Email: anto@aim.unipv.it. Available as Postscript. Abstract also available as Postscript.

• A. Mira, J. Møller and G.O. Roberts (November, 1999) Perfect Slice Samplers. University of Insubria, Varese, Italy. Email: anto@ipvaim.unipv.it. Available as Postscript. Abstract also available as Postscript.

• A. Mira and L. Tierney (February, 1999) On the use of auxiliary variables in Markov chain Monte Carlo sampling. University of Insubria, Varese, Italy. Email: anto@ipvaim.unipv.it. Available as Postscript.

• Møller, J (January, 1995) Markov Chain Monte Carlo and Spatial Point Processes. Inst. of Maths. Aarhus. Denmark. Email: jm@math.auc.dk. Available as Hypertext.

• Jesper Møller (April, 1998) Aspects of spatial statistics, stochastic geometry and Markov chain Monte Carlo methods. Department of Mathematics, Aalborg University, Denmark. Email: jm@math.auc.dk. Available as Compressed Postscript.

• Møller, J (May, 2002) Shot noise Cox processes. Aalborg University. Email: jm@math.auc.dk. Available as Postscript.

• Møller, J. (June, 1997) Perfect simulation of conditionally specified models. Department of Mathematics, Aalborg University. Email: jm@math.auc.dk. Available as Postscript.

• Jesper Møller (August, 2000) A review on perfect simulation in stochastic geometry. Aalborg University. Email: jm@math.auc.dk. Available as Postscript.

• J. Møller and K. Mengersen (January, 2006) Ergodic averages for monotone functions using upper and lower dominating processes. Aalborg University. Email: jm@math.aau.dk. Available as a pdf file.

• Jesper Møller and Geoff Nicholls (June, 1999) Perfect simulation for sample-based inference. Department of Mathematical Sciences, Aalborg University, Denmark. Email: nicholls@math.auckland.ac.nz. Available as Compressed Postscript.

• J. Moller, A.N. Pettitt, K.K. Berthelsen and R.W. Reeve (January, 2004) An efficient Markov chain Monte Carlo method for distributions with intractable normalising constants. Department of Mathematical Sciences, Aalborg University. Email: jm@math.auc.dk. Available as Postscript.

• Jesper Møller and Katja Schladitz (April, 1998) Extensions of Fill's algorithm for perfect simulation. Department of Mathematics, Aalborg University, Denmark. Email: jm@math.auc.dk. Available as Postscript.

• Møller, J, Syversveen, A.R. and Waagepetersen, R.P. (September, 1996) Log Gaussian Cox Processes. Department of Computer Science and Mathematics, University of Aalborg. Email: jm@math.auc.dk. Available as Compressed Postscript. Abstract also available as Postscript.

• J. Møller and O. Skare (January, 2001) Bayesian image analysis with coloured Voronoi tessellations and a view to applications in reservoir modelling. Aalborg University. Email: jm@math.auc.dk. Available as Compressed Postscript.

• Jesper Møller and Giovanni Luca Torrisi (March, 2004) Generalised shot noise Cox processes. Aalborg University. Email: jm@math.auc.dk. Available as Postscript.

• Jesper Moller and Rasmus P. Waagepetersen (August, 2001) Simulation based inference for spatial jump processes. Department of Mathematical Sciences, Aalborg University. Email: jm@math.auc.dk. Available as Postscript.

• Jesper Møller and Rasmus P. Waagepetersen (November, 2001) Statistical inference for Cox processes. Aalborg University. Email: jm@math.auc.dk. Available as Postscript.

• Robin D. Morris (September, 1997) Auxilliary Variables for Markov Random Fields with Higher Order Interactions. NASA Ames Research Center. Email: rdm@ptolemy.arc.nasa.gov. Available as Compressed Postscript.

• Klaus Mosegaard and Albert Tarantola (May, 2002) Probabilistic Approach to Inverse Problems. University of Paris (IPGP). Email: tarantola@ipgp.jussieu.fr. Available as a pdf file.

• Murdoch, D.J. and P.J. Green (March, 1997) Exact Sampling from a Continuous State Space. Queen's University, Canada. Email: murdoch@fisher.stats.uwo.ca. Available as Hypertext. Appeared.

• Duncan J. Murdoch and Jeffrey S. Rosenthal (May, 1998) Efficient Use of Exact Samples. Queen's University, Canada. Email: murdoch@fisher.stats.uwo.ca. Available as Compressed Postscript.

• D.J. Murdoch and J.S. Rosenthal (July, 1998) An extension of Fill's exact sampling algorithm to non-monotone chains. ( Revised, see Fill, Machida, Murdoch, and Rosenthal). University of Western Ontario. Email: jeff@math.toronto.edu.

• Mykland, C., Tierney, L. and Yu, B. (May, 1994) Regeneration in Markov Chain Samplers. Univesity of Minnesota, USA. Available as Hypertext. Appeared.

• Radford Neal (November, 2005) Estimating Ratios of Normalizing Constants Using Linked Importance Sampling. University of Toronto. Email: radford@stat.utoronto.ca. Available as a pdf file. Abstract also available as Hypertext.

• Radford M. Neal (August, 2005) The Short-Cut Metropolis Method. University of Toronto. Email: radford@stat.utoronto.ca. Available as Postscript. Abstract also available as Hypertext.
  (Also available via anonymous ftp at ftp.cs.toronto.edu in the file /pub/radford/short-met.ps)

• Radford M. Neal (October, 2004) Taking bigger Metropolis steps by dragging fast variables. University of Toronto. Email: radford@stat.utoronto.edu. Available as Postscript. Abstract also available as Hypertext.
  (Also available via anonymous ftp at ftp.cs.toronto.edu in the file /pub/radford/drag.ps)

• R. M. Neal (July, 2004) Improving Asymptotic Variance of MCMC Estimators: Non-reversible Chains are Better. University of Toronto. Email: radford@stat.utoronto.ca. Available as Postscript. Abstract also available as Hypertext.
  (Also available via anonymous ftp at ftp.cs.toronto.edu in the file /pub/radford/asymvar.ps)

• R. M. Neal (February, 1998) Annealed importance sampling. University of Toronto. Email: radford@stat.toronto.edu. Available as Compressed Postscript. Abstract also available as Hypertext.
  (Also available via anonymous ftp at ftp.cs.toronto.edu in the file /pub/radford/ais.ps.Z)

• Radford M. Neal (March, 2002) Circularly-Coupled Markov Chain Sampling. University of Toronto. Email: radford@stat.utoronto.ca. Available as a pdf file. Abstract also available as Hypertext.
  (Also available via anonymous ftp at ftp.cs.utoronto.ca in the file /pub/radford/circ-rev.pdf)

• R. M. Neal (March, 1999) Erroneous Results in ``Marginal Likelihood from the Gibbs Output''. University of Toronto. Email: radford@stat.utoronto.ca. Available as Postscript.
  (Also available via anonymous ftp at ftp.cs.utoronto.ca in the file /pub/radford/chib-letter.ps)

• Radford M. Neal (May, 2003) Markov chain sampling for non-linear state space models using embedded hidden Markov models. University of Toronto. Email: radford@stat.utoronto.ca. Available as Compressed Postscript. Abstract also available as Hypertext.
  (Also available via anonymous ftp at ftp.cs.utoronto.ca in the file /pub/radford/emb-hmm.ps.Z)

• Radford M. Neal (July, 2001) Transferring prior information between models using imaginary data. University of Toronto. Email: radford@stat.utoronto.ca. Available as a pdf file. Abstract also available as Hypertext.
  (Also available via anonymous ftp at ftp.cs.toronto.edu in the file /pub/radford/pit.pdf)

• Radford Neal (September, 2000) Slice sampling. University of Toronto. Email: radford@stat.utoronto.ca. Available as Compressed Postscript. Abstract also available as Hypertext.
  (Also available via anonymous ftp at www.cs.utoronto.ca in the file /pub/radford/slc-samp.ps.Z)

• R. M. Neal (September, 1998) Markov Chain Sampling Methods for Dirichlet Process Mixture Models. University of Toronto. Email: radford@stat.toronto.edu. Available as Compressed Postscript. Abstract also available as Hypertext. Also in PDF format at ftp://ftp.cs.utoronto.ca/pub/radford/mixmc.pdf.
  (Also available via anonymous ftp at ftp.cs.utoronto.ca in the file /pub/radford/mixmc.ps.Z)

• Neal, R.M. (November, 1994) Sampling from Multi-Modal Distributions Using Tempered Transitions. Dept. of Statistics, Univ. of Toronto, Canada. Available as Hypertext. Appeared.

• Neal, R.M. (November, 1994) Bayesian Learning for Neural Networks (LARGE - 195 pages). Dept. of Comp. Sci., Univ of Toronto, Canada. Available as Hypertext. Appeared.

• R. M. Neal (November, 1997) Markov Chain Monte Carlo Methods Based on `Slicing' the Density Function. University of Toronto. Email: radford@utstat.toronto.edu. Available as Compressed Postscript. Abstract also available as Hypertext.
  (Also available via anonymous ftp at ftp.cs.toronto.edu in the file /pub/radford/slice.ps.Z)

• Radford M. Neal (, 1999) Circularly-coupled Markov chain sampling. University of Toronto. Email: radford@stat.toronto.edu. Available as Postscript. Abstract also available as Hypertext.
  (Also available via anonymous ftp at ftp.cs.toronto.edu in the file /pub/radford/circ.ps)

• Neal, R.M. (June, 1995) Suppressing Random Walks in MCMC Using Ordered Overrelaxation. Dept. of Statistics, Univ of Toronto, Canada. Available as Compressed Postscript. Abstract also available as Hypertext.
  (Also available via anonymous ftp at ftp.cs.toronto.edu in the file /pub/radford/over.ps.Z)

• Neal, R. (September, 1993) Probablistic Inference using Markov Chain Monte Carlo Methods. Dept. of Computer Science, University of Toronto. Available as Compressed Postscript. Abstract also available as Hypertext.
  (Also available via anonymous ftp at ftp.cs.toronto.edu in the file /pub/radford/review.ps.Z)

• Ido Nevat, Gareth Peters, Jinhong Yuan (February, 2009) . University of NSW, Electrical Engineering Department. Email: peterga@maths.unsw.edu.au. Available as Hypertext.

• Nicholls, G. (March, 1996) Bayesian Image Analysis with Markov Chain Monte Carlo and Colored Continuum Triangulation Models. Dept. of Mathematics, Auckland University.. Available as Hypertext. Appeared.

• Geoff Nicholls and Martin Jones (September, 2000) Radiocarbon dating with temporal order constraints. Mathematics Department, University of Auckland. Email: nicholls@math.auckland.ac.nz. Available as Compressed Postscript.

• Nobile, A. and Green, P.J. (December, 1997) Bayesian analysis of factorial experiments by mixture modelling. University of Bristol. Email: ago.nobile@bris.ac.uk. Available as Hypertext.

• David Nott and Peter J. Green (June, 2001) Bayesian variable selection and the Swendsen-Wang algorithm. University of New South Wales. Email: P.J.Green@bristol.ac.uk. Available as Postscript. Abstract also available as Hypertext.

• Ioannis Ntzoufras, Petros Dellaportas and Jonathan J. Forster (May, 2001) Bayesian Variable and Link Determination for Generalised Linear Models. University of the Aegean. Email: petros@aueb.gr. Available as Postscript. Abstract also available as Hypertext.

• P. D. O'Neill (March, 2001) Perfect Simulation for Reed-Frost epidemic models. University of Nottingham. Email: pdo@maths.nott.ac.uk. Available as Postscript.

• Igor Pak (January, 1999) Two random walks on upper triangular matrices. Yale University. Available as Postscript. Abstract also available as Hypertext.

• Igor Pak (June, 1998) On random walks with few random generators. Yale U.. Available as file with non-standard extension.

• Cristian Pasarica and Andrew Gelman (October, 2003) Adaptively scaling the Metropolis algorithm using the average squared jumped distance. Department of Statistics, Columbia University. Email: gelman@stat.columbia.edu. Available as a pdf file.

• Michael E. Pasyanos, Gregory A. Franz, and Abelardo L. Ramirez (May, 2006) Reconciling a geophysical model to data using a Markov chain Monte Carlo algorithm: An application to the Yellow SeaKorean Peninsula region. Lawrence Livermore National Laboratory. Email: pasyanos1@llnl.gov. Available as file with non-standard extension.

• Gareth Peters, Kannan Balakrishnan, Ben Lasscock and Chris Mellen (February, 2009) Rank Estimation and Adaptive Markov Chain Monte Carlo for Bayesian Cointegrated VAR Models. University of NSW, Statistics Department. Email: peterga@maths.unsw.edu.au. Available as Hypertext.

• Gareth Peters, Adam Johansen and Arnaud Doucet. (February, 2009) Simulation of the Annual Loss Distribution in Operational Risk via Panjer Recursions and Volterra Integral Equations for Value at Risk and Expected Shortfall Estimation. University of NSW, Statistics Department. Email: peterga@maths.unsw.edu.au. Available as Hypertext.

• Gareth Peters, Ido Nevat, Jinhong Yuan (February, 2009) Stochastic Approximation and Conditional Path Sampling Trans-dimensional MCMC for Channel Estimation in OFDM Systems with Unknown Power Delay Profile . University of NSW, Statistics Department. Email: peterga@maths.unsw.edu.au. Available as Hypertext.

• Gareth Peters, Pavel Shevchenko, Mario Wuthrich (February, 2009) Dynamic Operational Risk: modelling dependence and combining different sources of information. University of NSW, Statistics Department. Email: peterga@maths.unsw.edu.au. Available as Hypertext.

• Gareth W. Peters, Pavel Shevchenko, Mario V. Wuthrich (December, 2007) Model risk in claims reserving within Tweedie's compound Poisson models. University of NSW Statistics Department & CSIRO Mathematical and Information Sciences. Email: peterga@maths.unsw.edu.au. Available as Hypertext.

• Gareth Peters, Mario Wuthrich, Pavel Shevchenko (February, 2009) Chain Ladder Method: Bayesian Bootstrap versus Classical Bootstrap. University of NSW, Statistics Department. Email: peterga@maths.unsw.edu.au. Available as Hypertext.

• Giovanni Petris and Luca Tardella (November, 2000) A New Strategy for Simulating From Mixture Distributions With Applications to Bayesian Model Selection. University of Arkansas. Email: GPetris@uark.edu. Available as Postscript. Abstract also available as Hypertext.

• Petrone, S., Roberts, G.O. and Rosenthal, J.S. (May, 1998) A Note on Convergence Rates of Gibbs Sampling for Nonparametric Mixtures. Dipartimento di Economia Politica e Metodi Quantitativi, Universita' degli Studi di Pavia . Email: spetrone@eco.unipv.it. Available as Postscript. Abstract also available as Hypertext.

• Anne Philippe and Christian P. Robert (October, 2001) Perfect simulation of positive Gaussian distributions. Universite de Lille 1. Email: xian@ceremade.dauphine.fr. Available as Compressed Postscript.

• Anne Philippe and Christian P. Robert (October, 1998) Riemann Sums for MCMC Estimation and Convergence Monitoring. EP CNRS 1765, Universite de LILLE I. Email: philippe@jacta.univ-lille1.fr. Available as Compressed Postscript.
  (Also available via anonymous ftp at ftp.ensae.fr in the file /pub/labo_stat/CPRobert/riemann.ps.gz)

• Pievatolo, A. and Green, P.J. (June, 1997) Boundary Detection through Dynamic Polygons. IAMI, Milano, Italy. Email: P.J.Green@Bristol.ac.uk. Available as Hypertext. Appeared.

• Ruxandra L. Pinto and Radford M. Neal (February, 2001) Improving Markov chain Monte Carlo estimators by coupling to an approximating chain. University of Toronto. Email: radford@stat.toronto.edu. Available as Compressed Postscript. Abstract also available as Hypertext.
  (Also available via anonymous ftp at www.cs.toronto.edu in the file /pub/radford/cplgau.ps.Z)

• Pitt, M.K. and Shephard, N. (October, 1997) Filtering via Simulation: Auxiliary Particle Filters. Imperial College, London. Email: neil.shephard@nuffield.oxford.ac.uk. Available as Postscript.

• Michael Pitt and Stephen Walker (November, 1998) marginal construction of time series with application to volatility models. Mathematics Department, Imperial College London. Email: mkpitt@ma.ic.ac.uk. Available as Postscript. Abstract also available as Text.

• Pollice, A. and Bilancia, M. (June, 1998) Finite Mixture Modelling in the Presence of Covariates. Dipartimento di Scienze Statistiche, Universita' di Bari. Email: statba@cimedoc.uniba.it. Available as Compressed tarfile.

• Propp J.G. and Wilson, D.B. (September, 1995) Exact Sampling with Coupled Markov Chains and Applications to Statistical Mechanics. Massachusetts Inst. of Technology. Available as Compressed Postscript.

• Z.S. Qin and J.S. Liu (April, 2002) Multi-Point Metropolis Method with Application to Hybrid Monte Carlo. Department of Statistics, Harvard University. Email: qin@stat.harvard.edu. Available as file with non-standard extension. appeared in J. Comp. Phys., 172:827-40.

• Quintana, F.A. and Liu, J.S. and del Pino, G.E. (April, 1999) Monte Carlo EM with importance reweigthing and its applications in random effects models. Departamento de Estadistica, P. U. Catolica de Chile. Email: quintana@mat.puc.cl. Available as Compressed Postscript.

• Raftery, A.E. ( , 1994) Hypothesis Testing and Model Selection via Posterior Simulation. University of Washington. Available as Postscript.
  (Also available via anonymous ftp at ftp.stat.washington.edu in the file /pub/tech.reports/test-postsim.ps)

• Raftery, A. E. and Lewis, S. M. (January, 1995) The Number of Iterations, Convergence Diagnostics and Generic Metropolis Algorithms. University of Washington, USA. Available as Postscript.
  (Also available via anonymous ftp at ftp.stat.washington.edu in the file /pub/tech.reports/raftery-lewis2.ps)

• Raftery, A. E. and Lewis, S. M. (May, 1995) How Many Iterations in the Gibbs Sampler?. University of Washington, USA. Available as Postscript.
  (Also available via anonymous ftp at ftp.stat.washington.edu in the file /pub/tech.reports/raftery-lewis.ps)

• Reutter, A. and Johnson, V. (August, 1995) General Strategies for Assessing Convergence of MCMC Algorithms using Coupled Sample Paths. Duke University, USA. Available as Compressed Postscript.
  (Also available via anonymous ftp at ftp.isds.duke.edu in the file /pub/Users/valen/mcmc.ps.Z)

• Sylvia Richardson, Laurent Leblond, Isabelle Jaussent , Peter J. Green (June, 2000) Mixture models in measurement error problems, with reference to epidemiological studies . INSERM, Paris. Email: richards@vjf.inserm.fr. Available as Postscript. Abstract also available as Hypertext.

• Richardson, S. and Green, P.J. (February, 1996) On Bayesian analysis of mixtures with an unknown number of components. INSERM, France and University of Bristol. Available as Compressed Postscript. Abstract also available as Hypertext.

• Robert, C.P. (November, 1994) Convergence Assesments for MCMC Methods. University de Rouen. Available as Hypertext. Appeared.

• Robert, C.P. (March, 1998) MCMC Specificities of Latent Variable Models. CREST, INSEE, Paris. Available as Compressed Postscript.
  (Also available via anonymous ftp at ftp.ensae.fr in the file /pub/labo_stat/CPRobert/latentia.ps.gz)

• Robert, C.P. (October, 1995) A pathological MCMC algorithm and its use as a benchmark for convergence assessment techniques. CREST, Insee, Paris.Appeared in Computational Statistics (1998), 13, 169-184.

• Robert, C.P., Ryden, T. and Titterington, D.M. (February, 1998) Convergence Controls for MCMC Algorithms with Applications to Hidden Markov Chains. CREST, INSEE, Paris. Available as Compressed Postscript. Contains large images, may take some time to print.
  (Also available via anonymous ftp at ftp.ensae.fr in the file /pub/labo_stat/CPRobert/Hidden_Markov_Ctrl.ps.gz)

• Robert, C.P. and Mengersen, K. L. (August, 1995) Reparameterisation Issues in Mixture Modelling and their Bearing on the Gibbs Sampler. University de Rouen. Available as a pdf file. Abstract also available as file with non-standard extension. Appeared.

• Robert, C.P. and Rousseau, J. (March, 2002) A Mixture Approach to Bayesian Goodness of Fit. CEREMADE, Universite Paris Dauphine. Email: xian@ceremade.dauphine.fr. Available as Compressed Postscript.

• C.P. Robert, T. Ryden, D.M. Titterington (February, 1999) Bayesian inference in hidden Markov models through jump Markov chain. CREST-INSEE. Email: robert@ensae.fr. Available as Compressed Postscript.
  (Also available via anonymous ftp at ftp.ensae.fr in the file /pub/labo_stat/CPRobert/hmm_rj.ps.gz)

• Roberts, G.O. (March, 1997) A Note on Acceptance Rate Criteria for CLTs for Hastings-Metropolis Algorithms. University of Cambridge. Available as Postscript.

• Roberts, G.O., Gelman, A. and Gilks, W.R. (August, 1994) Weak Convergence and Optimal Scaling of Random Walk Metropolis Algorithms. University of Cambridge. Available as Postscript. Abstract also available as Text.

• Roberts G.O, Papaspiliopoulos O. and Dellaportas P. (September, 2001) Bayesian inference for Non-Gaussian Ornstein-Uhlenbeck. University of Lancaster. Email: petros@aueb.gr. Available as Compressed Windows archive (zip).

• Gareth O. Roberts and Jeffrey S. Rosenthal (March, 2005) Coupling and Ergodicity of Adaptive MCMC. University of Lancaster. Email: g.o.roberts@lancaster.ac.uk. Available as a pdf file.

• G.O. Roberts and J.S. Rosenthal (December, 2004) Harris Recurrence of Metropolis-Within-Gibbs and Trans-Dimensional Markov Chains. University of Lancaster. Email: jeff@math.toronto.edu. Available as Compressed Postscript.

• Roberts, G.O. and Rosenthal, J.S. (February, 1997) Two Convergence Properties of Hybrid Samplers. University of Cambridge. Email: jeff@math.toronto.edu. Available as Compressed Postscript.

• G.O. Roberts and J.S. Rosenthal (April, 2000) Small and Pseudo-Small Sets for Markov Chains. University of Lancaster. Email: jeff@math.toronto.edu. Available as Compressed Postscript.

• G.O. Roberts and J.S. Rosenthal (May, 2000) Markov chains and de-initialising processes. University of Lancaster. Email: jeff@math.toronto.edu. Available as Compressed Postscript.

• Roberts, G.O. and Rosenthal, J.S. (May, 1997) Markov Chain Monte Carlo: Some Practical Implications of Theoretical Results. University of Cambridge. Email: jeff@math.toronto.edu. Available as Compressed Postscript.

• G.O. Roberts and J.S. Rosenthal (May, 1999) The Polar Slice Sampler. University of Lancaster. Email: jeff@math.toronto.edu. Available as Compressed Postscript.

• G.O. Roberts and J.S. Rosenthal (June, 2001) One-Shot Coupling for Certain Stochastic Recursive Sequences. University of Lancaster. Email: jeff@math.toronto.edu. Available as Compressed Postscript.

• Roberts, G.O. and Rosenthal, J.S. (June, 1997) On convergence rates of Gibbs samplers for uniform distributions. University of Cambridge. Email: jeff@math.toronto.edu. Available as Compressed Postscript.

• G.O. Roberts and J.S. Rosenthal (July, 2001) Combinatorial identities associated with CFTP. University of Lancaster. Email: jeff@math.toronto.edu. Available as Compressed Postscript.

• Roberts, G.O. and Rosenthal, J.S. (December, 1994) Shift-Coupling and Convergence Rates of Ergodic Averages. University of Cambridge. Email: jeff@math.toronto.edu. Available as Hypertext. .

• Roberts, G.O. and Rosenthal, J.S. (July, 1995) Optimal Scaling of Discrete Approximations to Langevin Diffusions. University of Cambridge. Available as Text. To appear in JRSS B.

• Roberts, G.O. and Rosenthal, J.S. (February, 1996) Quantitative Bounds for Convergence Rates of Continuous Time Markov Processes. University of Cambridge. Available as Hypertext. .

• G.O. Roberts and J.S. Rosenthal (July, 1997) Convergence of slice sampler Markov chains. University of Cambridge. Email: jeff@math.toronto.edu. Available as Compressed Postscript.

• Roberts, G.O. and Rosenthal, J.S. (September, 1996) Geometric Ergodicity and Hybrid Markov Chains. University of Cambridge. Email: jeff@math.toronto.edu. Available as Compressed Postscript.

• Gareth O. Roberts and Jeffrey S. Rosenthal (March, 2004) General state space Markov chains and MCMC algorithms. University of Lancaster. Email: g.o.roberts@lancaster.ac.uk. Available as Compressed Postscript.

• G.O. Roberts and J.S. Rosenthal (September, 2006) Examples of Adaptive MCMC. University of Lancaster. Email: jeff@math.toronto.edu. Available as a pdf file.

• G.O. Roberts and J.S. Rosenthal (September, 2006) Variance bounding Markov chains. University of Lancaster. Email: jeff@math.toronto.edu. Available as a pdf file.

• Gareth O. Roberts and Jeffrey S. Rosenthal (September, 2008) Quantitative Non-Geometric Convergence Bounds for Independence Samplers. University of Warwick. Email: jeff@math.toronto.edu. Available as a pdf file.

• Roberts, G.O., Rosenthal, J. S. and Schwartz, P. O. (November, 1995) Convergence Properties of Perturbed Markov Chains. University of Cambridge. Available as Compressed Postscript.

• G.O. Roberts, J.S. Rosenthal, J. Segers, and B. Sousa (September, 2006) Extremal Indices, Geometric Ergodicity of Markov Chains, and MCMC. University of Lancaster. Email: jeff@math.toronto.edu. Available as a pdf file.

• Roberts, G.O. and Sahu, S.K. (May, 1996) Updating Schemes, Correlation Strucure, Blocking and Parameterization for the Gibbs Sampler. University of Cambridge. Email: S.K.Sahu@maths.soton.ac.uk. Available as Hypertext. Appeared.

• Roberts, G.O. and Sahu, S.K. (June, 1999) On Approximate Convergence Properties of the Gibbs Sampler. Lancaster University. Email: S.K.Sahu@maths.soton.ac.uk. Available as Compressed Postscript. Abstract also available as Hypertext.

• Roberts, G.O. and Stramer, O. (April, 1999) In Inference for Partially Observed Non-Linear Diffusion Models using the Metropolis-Hasting Algorithm. Lancaster University. Email: G.O.Roberts@lancaster.ac.uk. Available as Postscript.

• Gareth Roberts and Richard Tweedie (April, 2000) Geometric L2 and L1 convergence are equivalent for reversible Markov chains. University of Lancaster and University of Minnesota. Email: tweedie@biostat.umn.edu. Available as Postscript.

• Roberts, G.O. and Tweedie, R.L. (April, 2001) Bounds on Regeneration Times and Convergence Rates for Markov Chains. Appeared in Stoch. Proc. Applic 80, 211-229 (1999), with correction (follow link) 91 337-338 (2001). University of Cambridge. Available as Postscript.

• Roberts, G.O. and Tweedie, R.L. (May, 1998) Rates of Convergence of Stochastically Monotone and Continuous Time Markov Models. University of Cambridge. Email: gareth@statslab.cam.ac.uk. Available as Postscript.

• Roberts, G.O. and Tweedie, R.L. (August, 1994) Geometric Convergence and Central Limit Theorems for Multidimensional Hastings and Metropolis Algorithms. University of Cambridge. Available as Hypertext. Abstract also available as Text. Appeared.

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