@article{albert97,
     author  = "Albert, J.",
     title   = "Bayesian Testing and Estimation of Association in a 
                Two-Way Contingency Table",
     year    = "1997",
     journal = "Journal of the American Statistical Association",
     volume  = "92",
     number  = "438",
     pages   = "685--693"
}
@article{ando07,
     author  = "Ando, T.",
     title   = "Bayesian Predictive Information Criterion for the 
                Evaluation of Hierarchical Bayesian and Empirical 
                Bayes Models",
     year    = "2007",
     journal = "Biometrika",
     volume  = "94",
     number  = "2",
     pages   = "443--458"
}
@article{anscombe63,
     author  = "Anscombe, F.J. and Aumann, R.J.",
     title   = "A Definition of Subjective Probability",
     year    = "1963",
     journal = "The Annals of Mathematical Statistics",
     volume  = "34",
     number  = "1",
     pages   = "199--205"
}
@article{atchade06,
     author  = "Atchade, Y.F.",
     title   = "An Adaptive Version for the Metropolis Adjusted
                Langevin Algorithm with a Truncated Drift",
     year    = "2006",
     journal = "Methodology and Computing in Applied Probability",
     volume  = "8",
     pages   = "235--254"
}
@article{atchade11,
     author  = "Atchade, Y.F. and Roberts, G.O. and Rosenthal, J.S.",
     title   = "Towards Optimal Scaling of Metropolis-Coupled Markov
                Chain Monte Carlo",
     year    = "2011",
     journal = "Statistics and  Computing",
     volume  = "21",
     number  = "4",
     pages   = "555--568"
}
@inproceedings{azevedo94,
     author    = "Azevedo-Filho, A. and Shachter, R.",
     title     = "Laplace's Method Approximations for Probabilistic 
                  Inference in Belief Networks with Continuous Variables",
     pages     = "28--36",
     booktitle = "Uncertainty in Artificial Intelligence",
     editor    = "Mantaras, R. and Poole, D.",
     publisher = "Morgan Kauffman, San Francisco, CA",
     year      = "1994"
}
@misc{bai09,
     author       = "Bai, Y.",
     title        = "An Adaptive Directional Metropolis-within-Gibbs
                     Algorithm",
     year         = "2009",
     howpublished = "Technical Report in Department of Statistics at 
                     the University of Toronto",
}
@article{barnard00,
     author  = "Barnard, J. and McCulloch, R. and Meng, X.",
     title   = "Modeling Covariance Matrices in Terms of Standard
                Deviations and Correlations, with Application to
                Shrinkage",
     year    = "2000",
     journal = "Statistica Sinica",
     volume  = "10",
     pages   = "1281--1311"
}
@article{barnard49,
     author  = "Barnard, G.A.",
     title   = "Statistical Inference",
     year    = "1949",
     journal = "Journal of the Royal Statistical Society",
     volume  = "B 11",
     pages   = "115--149"
}
@article{bayarri87,
     author  = "Bayarri, M.J. and DeGroot, M.H.",
     title   = "Bayesian Analysis of Selection Models",
     year    = "1987",
     journal = "The Statistician",
     volume  = "36",
     pages   = "136--146"
}
@article{bayes63,
     author  = "Bayes, T. and Price, R.",
     title   = "An Essay Towards Solving a Problem in the Doctrine of 
                Chances. By the late Rev. Mr. Bayes, communicated by Mr. 
                Price, in a letter to John Canton, MA. and F.R.S.",
     year    = "1763",
     journal = "Philosophical Transactions of the Royal Society of London",
     volume  = "53",
     pages   = "370--418"
}
@article{berger06,
     author  = "Berger, J.",
     title   = "The Case for Objective Bayesian Analysis",
     year    = "2006",
     journal = "Bayesian Analysis",
     volume  = "1",
     number  = "3",
     pages   = "385--402"
}
@article{berger09,
     author  = "Berger, J.O. and Bernardo, J.M. and Dongchu, S.",
     title   = "The Formal Definition of Reference Priors",
     year    = "2009",
     journal = "Annals of Statistics",
     volume  = "37",
     number  = "2",
     pages   = "905--938"
}
@article{bernardo79,
     author  = "Bernardo, J.M.",
     title   = "Reference Posterior Distributions for Bayesian 
                Inference (with discussion)",
     year    = "1979",
     journal = "Journal of the Royal Statistical Society",
     volume  = "B 41",
     pages   = "113--147"
}
@book{bernardo00,
     author    = "Bernardo, J.M. and Smith, A.F.M.",
     title     = "Bayesian Theory",
     year      = "2000",
     publisher = "John Wiley \& Sons",
     address   = "West Sussex, England"
}
@article{bernardo02,
     author  = "Bernardo, J.M. and Rueda, R.",
     title   = "Bayesian Hypothesis Testing: A Reference Approach",
     year    = "2002",
     journal = "International Statistical Review",
     volume  = "70",
     pages   = "351--372"
}
@article{bernardo05a,
     author  = "Bernardo, J.M.",
     title   = "Intrinsic Credible Regions: An Objective Bayesian Approach 
                to Interval Estimation",
     year    = "2005",
     journal = "Sociedad de Estadistica e Investigacion Operativa",
     volume  = "14",
     number  = "2",
     pages   = "317--384"
}
@incollection{bernardo05b,
     author    = "Bernardo, J.M.",
     title     = "Reference Analysis",
     pages     = "17--90",
     booktitle = "Handbook of Statistics 25",
     editor    = "Dey, D.K. and Rao, C.R.",
     publisher = "Elsevier, Amsterdam",
     year      = "2005"
}
@article{bernardo08,
     author  = "Bernardo, J.M.",
     title   = "Comment on Article by Gelman",
     year    = "2008",
     journal = "Bayesian Analysis",
     volume  = "3",
     number  = "3",
     pages   = "451--454"
}
@article{berndt74,
     author  = "Berndt, E. and Hall, B. and Hall, R. and Hausman, J.",
     title   = "Estimation and Inference in Nonlinear Structural Models",
     year    = "1974",
     journal = "Annals of Economic and Social Measurement",
     volume  = "3",
     pages   = "653--665"
}
@article{besag93,
     author  = "Besag, J. and Green, P.",
     title   = "Spatial Statistics and Bayesian Computation",
     year    = "1993",
     journal = "Journal of the Royal Statistical Society",
     volume  = "B 55",
     pages   = "25--37"
}
@article{beskos08,
     author  = "Beskos, A. and Roberts, G.O. and Stuart, A.M. and Voss, J.",
     title   = "MCMC Methods for Diffusion Bridges",
     year    = "2008",
     journal = "Stoch. Dyn.",
     volume  = "8",
     pages   = "319--350"
}
@article{birnbaum62,
     author  = "Birnbaum, A.",
     title   = "On the Foundations of Statistical Inference",
     year    = "1962",
     journal = "Journal of the American Statistical Association",
     volume  = "57",
     pages   = "296--306"
}
@article{bornkamp11,
     author  = "Bornkamp, B.",
     title   = "Approximating Probability Densities by Iterated
               Laplace Approximations",
     year    = "2011",
     journal = "Journal of Computational and Graphical Statistics",
     volume  = "20",
     number  = "3",
     pages   = "656--669"
}
@misc{bouriga11,
     author       = "Bouriga, M. and Feron, O.",
     title        = "Estimation of Covariance Matrices Based on 
                     Hierarchical Inverse-Wishart Priors",
     year         = "2011",
     howpublished = "\url{http://www.citebase.org/abstract?id=oai:arXiv.org:1106.3203}",
}
@misc{boyles12,
     author       = "Boyles, L.B. and Welling, M.",
     title        = "Refractive Sampling",
     year         = "2012",
     howpublished = "\url{http://www.ics.uci.edu/~lboyles/publications.html}",
}
@article{broyden70,
     author  = "Broyden, C.G.",
     title   = "The Convergence of a Class of Double Rank Minimization
               Algorithms: 2. The New Algorithm",
     year    = "1970",
     journal = "Journal of the Institute of Mathematics and its
                Applications",
     volume  = "6",
     pages   = "76--90"
}
@misc{burns07,
     author       = "Burns, P.",
     title        = "R Relative to Statistical Packages",
     year         = "2007",
     howpublished = "\url{http://www.ats.ucla.edu/stat/technicalreports/}",
}
@article{cappe04,
     author  = "Cappe, O. and Guillin, A. and Marin, J.M. and Robert, C.",
     title   = "Population Monte Carlo",
     year    = "2004",
     journal = "Journal of Computational and Graphical Statistics",
     volume  = "13",
     pages   = "907--929"
}
@article{cappe08,
     author  = "Cappe, O. and Douc, R. and Guillin, A. and Marin, J.M. 
                and Robert, C.",
     title   = "Adaptive Importance Sampling in General Mixture Classes",
     year    = "2008",
     journal = "Statistics and Computing",
     volume  = "18",
     pages   = "587--600"
}
@article{carlin92,
     author  = "Carlin, B.P. and Polson, N.G. and Stoffer, D.S.",
     title   = "A Monte Carlo Approach to Nonnormal and Nonlinear 
                State-Space Modeling",
     year    = "1992",
     journal = "Journal of the American Statistical Association",
     volume  = "87",
     pages   = "493--500"
}
@article{chen92,
     author  = "Chen, M. and Schmeiser, B.",
     title   = "Performance of the Gibbs, Hit-And-Run and Metropolis
                Samplers",
     year    = "1992",
     journal = "Journal of Computational and Graphical Statistics",
     volume  = "2",
     pages   = "251--272"
}
@article{christen10,
     author  = "Christen, J.A. and Fox, C.",
     title   = "A General Purpose Sampling Algorithm for Continuous 
                Distributions (the t-walk)",
     year    = "2010",
     journal = "Bayesian Analysis",
     volume  = "5(2)",
     pages   = "263--282"
}
@book{congdon03,
     author    = "Congdon, P.",
     title     = "Applied Bayesian Modelling",
     year      = "2003",
     publisher = "John Wiley \& Sons",
     address   = "West Sussex, England"
}
@book{congdon05,
     author    = "Congdon, P.",
     title     = "Bayesian Models for Categorical Data",
     year      = "2005",
     publisher = "John Wiley \& Sons",
     address   = "West Sussex, England"
}
@book{congdon06,
     author    = "Congdon, P.",
     title     = "Bayesian Statistical Modelling",
     edition   = "2nd",
     year      = "2006",
     publisher = "John Wiley \& Sons",
     address   = "West Sussex, England"
}
@article{cox46,
     author  = "Cox, R.T.",
     title   = "Probability, Frequency and Reasonable Expectation",
     year    = "1946",
     journal = "American Journal of Physics",
     volume  = "14",
     number  = "1",
     pages   = "1--13"
}
@article{crainiceanu05,
     author  = "Crainiceanu, C.M. and Ruppert, D. and Wand, M.P.",
     title   = "Bayesian Analysis for Penalized Spline Regression Using 
                WinBUGS",
     year    = "2005",
     journal = "Journal of Statistical Software",
     volume  = "14",
     number  = "14",
     pages   = "1--24"
}
@article{craiu09,
     author  = "Craiu, R.V. and Rosenthal, J. and Yang, C.",
     title   = "Learn From Thy Neighbor: Parallel-Chain and Regional 
                Adaptive MCMC",
     year    = "2009",
     journal = "Journal of the American Statistical Association",
     volume  = "104",
     number  = "488",
     pages   = "1454--1466"
}
@book{crawley07,
     author    = "Crawley, M.",
     title     = "The R Book",
     year      = "2007",
     publisher = "John Wiley \& Sons Ltd",
     address   = "West Sussex, England"
}
@article{daniels99,
     author  = "Daniels, M. and Kass, R.",
     title   = "Nonconjugate Bayesian Estimation of Covariance Matrices 
                and its use in Hierarchical Models",
     year    = "1999",
     journal = "Journal of the American Statistical Association",
     volume  = "94",
     number  = "448",
     pages   = "1254--1263"
}
@article{definetti31,
     author  = "De Finetti, B.",
     title   = "Probabilismo",
     year    = "1931",
     journal = "Erkenntnis",
     volume  = "31",
     pages   = "169--223",
     note    = "English translation as ``Probabilism: A Critical Essay 
               on the Theory of Probability and on the Value of Science''"
}
@article{definetti37,
     author  = "De Finetti, B.",
     title   = "La Prevision: ses lois logigues, ses sources
                subjectives",
     year    = "1937",
     journal = "Annales de l'Institut Henri Poincare",
     note    = "English translation in H.E. Kyburg and H.E. Smokler 
                (eds), (1964), ``Foresight: Its Logical Laws, Its 
                Subjective Sources'', Studies in Subjective Probability, 
                New York: Wiley."
}
@article{delnegro08,
     author  = "Del Negro, M. and Otrok, C.",
     title   = "Dynamic Factor Models with Time-Varying Parameters: 
                Measuring Changes in International Business Cycles",
     year    = "2008",
     journal = "Federal Reserve Bank of New York Staff Report",
     volume  = "326",
     pages   = "1--46"
}
@article{demorgan37,
     author  = "De Morgan, A.",
     title   = "Review of Laplace's Theorie Analytique des Probabilites",
     year    = "1837",
     journal = "Dublin Review",
     volume  = "2,3",
     pages   = "338--354,237--354"
}
@article{draper95,
     author  = "Draper, D.",
     title   = "Assessment and Propagation of Model Uncertainty",
     year    = "1995",
     journal = "Journal of the Royal Statistical Society",
     volume  = "B 57",
     number  = "1",
     pages   = "45--97"
}
@article{duane87,
     author  = "Duane, S. and Kennedy, A. D. and Pendleton, B. J. and 
                Roweth, D.",
     title   = "Hybrid Monte Carlo",
     year    = "1987",
     journal = "Physics Letters",
     volume  = "B",
     number  = "195",
     pages   = "216--222"
}
@article{dutta12,
     author  = "Dutta, S.",
     title   = "Multiplicative Random Walk Metropolis-Hastings on the
                Real Line",
     year    = "2012",
     journal = "Sankhya B",
     volume  = "74",
     number  = "2",
     pages   = "315--342"
}
@article{earl05,
     author  = "Earl, D.J. and Deem, M.W.",
     title   = "Parallel Tempering: Theory, Applications, and New
                Perspectives",
     year    = "2005",
     journal = "Journal of Chemistry Chemical Physics",
     volume  = "7",
     pages   = "3910--3916"
}
@incollection{fearnhead11,
     author    = "Fearnhead, P.",
     title     = "MCMC for State-Space Models",
     pages     = "513--530",
     booktitle = "Handbook of Markov Chain Monte Carlo",
     editor    = "Brooks, S. and Gelman, A. and Jones, G.L. and 
                  Xiao-Li, M.",
     publisher = "Chapman \& Hall, Boca Raton, FL",
     year      = "2011"
}
@article{fienberg06,
     author  = "Fienberg, S.E.",
     title   = "When Did Bayesian Inference Become ``Bayesian''",
     year    = "2006",
     journal = "Bayesian Analysis",
     volume  = "1",
     number  = "1",
     pages   = "1--40"
}
@article{fisher21,
     author  = "Fisher, R.A.",
     title   = "On the `Probable Error' of a Coefficient of Correlation 
                Deduced From a Small Sample",
     year    = "1921",
     journal = "Metron",
     volume  = "1",
     number  = "4",
     pages   = "3--32"
}
@article{flegal08,
     author  = "Flegal, J.M. and Haran, M. and Jones, G.L.",
     title   = "Markov chain Monte Carlo: Can We Trust the Third 
                Significant Digit",
     year    = "2008",
     journal = "Statistical Science",
     volume  = "23",
     pages   = "250--260"
}
@article{fletcher70,
     author  = "Fletcher, R.",
     title   = "A New Approach to Variable Metric Algorithms",
     year    = "1970",
     journal = "Computer Journal",
     volume  = "13",
     number  = "3",
     pages   = "317--322"
}
@misc{fokoue04,
     author       = "Fokoue, E.",
     title        = "Stochastic Determination of the Intrinsic Structure 
                     in Bayesian Factor Analysis",
     year         = "2004",
     howpublished = "Technical Report 2004-17, Statistical and 
                     Mathematical Sciences Institute, Research Triangle 
                     Park, NC, \url{www.samsi.info}",
}
@misc{foreman12,
     author       = "Foreman-Mackey, D. and Hogg, D.W. and Lang, D. and
                     Goodman, J.",
     title        = "emcee: The MCMC Hammer",
     year         = "2012",
     howpublished = "Upcoming in Publications of the Astronomical Society
                     of the Pacific, \url{http://arxiv.org/abs/1202.3665}",
}
@article{frantz90,
     author         = "Frantz, D.D. and Freeman, J.D. and Doll, J.L.",
     title          = "Reducing Quasi-Ergodic Behavior in Monte Carlo
                       Simulations by J-Walking: Applications to Atomic
                       Clusters",
     year           = "1990",
     journal        = "Journal of Chemical Physics",
     volume         = "93",
     pages          = "2769--2784"
}
@article{gallo12,
     author         = "Gallo, Elena and Miller, Brendan and Fender, Rob",
     title          = "Assessing luminosity correlations via cluster 
                       analysis: Evidence for dual tracks in the 
                       radio/X-ray domain of black hole X-ray binaries",
     year           = "2012",
     journal        = "Monthly Notices of the Royal Astronomical Society",
     volume         = "423",
     pages          = "590--599"
}
@article{garthwaite10,
     author         = "Garthwaite, P.H. and Fan, Y. and Sisson, S.A.",
     title          = "Adaptive Optimal Scaling of Metropolis-Hastings 
                       Algorithms Using the Robbins-Monro Process",
     year           = "2010",
     howpublished = "\url{http://arxiv.org/abs/1006.3690}",
}
@article{geisser79,
     author  = "Geisser, S. and Eddy, W.F.",
     title   = "A Predictive Approach to Model Selection",
     year    = "1979",
     journal = "Journal of the American Statistical Association",
     volume  = "74",
     pages   = "153--160"
}
@incollection{gelfand96,
     author    = "Gelfand, A.",
     title     = "Model Determination Using Sampling Based Methods",
     pages     = "145--161",
     booktitle = "Markov Chain Monte Carlo in Practice",
     editor    = "Gilks, W. and Richardson, S. and Spiegelhalter, D.",
     publisher = "Chapman \& Hall, Boca Raton, FL",
     year      = "1996"
}
@article{gelfand98,
     author  = "Gelfand, A. and Ghosh, S.",
     title   = "Model Choice: A Minimum Posterior Predictive Loss
                Approach",
     year    = "1998",
     journal = "Biometrika",
     volume  = "85",
     pages   = "1--11"
}
@article{gelman92,
     author  = "Gelman, A. and Rubin, D.",
     title   = "Inference from Iterative Simulation Using Multiple 
                Sequences",
     year    = "1992",
     journal = "Statistical Science",
     volume  = "7",
     number  = "4",
     pages   = "457--472"
}
@article{gelman96a,
     author  = "Gelman, A. and Meng, X.L. and Stern, H.",
     title   = "Posterior Predictive Assessment of Model Fitness via 
                Realized Discrepancies",
     year    = "1996",
     journal = "Statistica Sinica",
     volume  = "6",
     pages   = "773--807"
}
@article{gelman96b,
     author  = "Gelman, A. and Roberts, G.O. and Gilks, W.R.",
     title   = "Efficient Metropolis Jumping Rules",
     year    = "1996",
     journal = "Bayesian Statistics",
     volume  = "5",
     pages   = "599--608"
}
@book{gelman04,
     author    = "Gelman, A. and Carlin, J.B. and Stern, H.S. and Rubin, 
                  D.",
     title     = "Bayesian Data Analysis",
     edition   = "2nd",
     year      = "2004",
     publisher = "Chapman \& Hall",
     address   = "Boca Raton, FL"
}
@article{gelman06,
     author  = "Gelman, A.",
     title   = "Prior Distributions for Variance Parameters in 
                Hierarchical Models",
     year    = "2006",
     journal = "Bayesian Analysis",
     volume  = "1",
     number  = "3",
     pages   = "515--533"
}
@article{gelman08,
     author  = "Gelman, A.",
     title   = "Scaling Regression Inputs by Dividing by Two Standard 
                Deviations",
     year    = "2008",
     journal = "Statistics in Medicine",
     volume  = "27",
     pages   = "2865--2873"
}
@book{gelman14,
     author    = "Gelman, A. and Carlin, J.B. and Stern, H.S. and 
                  Dunson, D.B. and Vehtari, A. and Rubin, D.B.",
     title     = "Bayesian Data Analysis",
     edition   = "3rd",
     year      = "2014",
     publisher = "CRC Press",
     address   = "Boca Raton, FL"
}
@article{geman84,
     author  = "Geman, S. and Geman, D.",
     title   = "Stochastic Relaxation, Gibbs Distributions, and the 
                Bayesian Restoration of Images",
     year    = "1984",
     journal = "IEEE Transactions on Pattern Analysis and Machine 
                Intelligence",
     volume  = "6",
     number  = "6",
     pages   = "721--741"
}
@article{geweke92,
     author  = "Geweke, J.",
     title   = "Evaluating the Accuracy of Sampling-Based Approaches to 
                the Calculation of Posterior Moments",
     year    = "1992",
     journal = "Bayesian Statistics",
     volume  = "4",
     pages   = "1--31"
}
@article{geweke01,
     author  = "Geweke, J. and Tanizaki, H.",
     title   = "Bayesian Estimation of State-Space Models Using the 
                Metropolis-Hastings Algorithm within Gibbs Sampling",
     year    = "2001",
     journal = "Computational Statistics and Data Analysis",
     volume  = "37",
     pages   = "151--170"
}
@incollection{geyer91,
     author    = "Geyer, C.J.",
     title     = "Markov Chain Monte Carlo Maximum Likelihood",
     pages     = "156--163",
     booktitle = "Computing Science and Statistics: Proceedings of the 
                  23rd Symposium of the Interface",
     editor    = "Keramidas, E.M.", 
     publisher = "Fairfax Station VA: Interface Foundation",
     year      = "1991"
}
@article{geyer92,
     author  = "Geyer, C.J.",
     title   = "Practical Markov Chain Monte Carlo (with Discussion)",
     year    = "1992",
     journal = "Statistical Science",
     volume  = "7",
     number  = "4",
     pages   = "473--511"
}
@incollection{geyer11,
     author    = "Geyer, C.J.",
     title     = "Introduction to Markov Chain Monte Carlo",
     pages     = "3--48",
     booktitle = "Handbook of Markov Chain Monte Carlo",
     editor    = "Brooks, S. and Gelman, A. and Jones, G.L. and 
                  Xiao-Li, M.",
     publisher = "Chapman \& Hall, Boca Raton, FL",
     year      = "2011"
}
@article{gilks94,
     author  = "Gilks, W.R. and Thomas, A. and Spiegelhalter, D.J.",
     title   = "A Language and Program for Complex Bayesian Modelling",
     year    = "1994",
     journal = "The Statistician",
     volume  = "43",
     number  = "1",
     pages   = "169--177"
}
@incollection{gilks96,
     author    = "Gilks, W.R. and Roberts, G.O.",
     title     = "Strategies for Improving MCMC",
     pages     = "89--114",
     booktitle = "Markov Chain Monte Carlo in Practice",
     editor    = "Gilks, W. and Richardson, S. and Spiegelhalter, D.",
     publisher = "Chapman \& Hall, Boca Raton, FL",
     year      = "1996"
}
@article{goldfarb70,
     author  = "Goldfarb, D.",
     title   = "A Family of Variable Metric Methods Derived by
               Variational Means",
     year    = "1970",
     journal = "Mathematics of Computation",
     volume  = "24",
     number  = "109",
     pages   = "23--26"
}
@article{goldstein06,
     author  = "Goldstein, M.",
     title   = "Subjective Bayesian Analysis: Principles and Practice",
     year    = "2006",
     journal = "Bayesian Analysis",
     volume  = "1",
     number  = "3",
     pages   = "403--420"
}
@article{goodman10,
     author  = "Goodman, J. and Weare, J.",
     title   = "Ensemble Samplers with Affine Invariance",
     year    = "2010",
     journal = "Communications in Applied Mathematics and Computational 
                Science",
     volume  = "5",
     number  = "1",
     pages   = "65--80"
}
@article{green95,
     author  = "Green, P.J.",
     title   = "Reversible Jump Markov Chain Monte Carlo Computation
                and Bayesian Model Determination",
     year    = "1995",
     journal = "Biometrika",
     volume  = "82",
     pages   = "711--732"
}
@article{haario01,
     author  = "Haario, H. and Saksman, E. and Tamminen, J.",
     title   = "An Adaptive Metropolis Algorithm",
     year    = "2001",
     journal = "Bernoulli",
     volume  = "7",
     number  = "2",
     pages   = "223--242"
}
@article{haario05,
     author  = "Haario, H. and Saksman, E. and Tamminen, J.",
     title   = "Componentwise Adaptation for High Dimensional MCMC",
     year    = "2005",
     journal = "Computational Statistics",
     volume  = "20",
     number  = "2",
     pages   = "265--274"
}
@article{haario06,
     author  = "Haario, H. and Laine, M. and Mira, A. and Saksman, E.",
     title   = "DRAM: Efficient Adaptive MCMC",
     year    = "2006",
     journal = "Statistical Computing",
     volume  = "16",
     pages   = "339--354"
}
@article{halpern99,
     author  = "Halpern, J.Y.",
     title   = "A Counterexample to Theorems of Cox and Fine",
     year    = "1999",
     journal = "Journal of Artificial Intelligence Research",
     volume  = "10",
     pages   = "67--85"
}
@incollection{hartmann10,
     author    = "Hartmann, S. and Sprenger, J.",
     title     = "Bayesian Epistemology",
     pages     = "1--19",
     booktitle = "Routledge Companion to Epistemology",
     editor    = "Bernecker, S. and Pritchard, D.",
     publisher = "Routledge: London, England",
     year      = "2010"
}
@article{hastings70,
     author  = "Hastings, W.K.",
     title   = "Monte Carlo Sampling Methods Using Markov Chains and Their 
                Applications",
     year    = "1970",
     journal = "Biometrika",
     volume  = "57",
     number  = "1",
     pages   = "97--109"
}
@article{hestenes52,
     author  = "Hestenes, M.R. and Stiefel, E.",
     title   = "Methods of Conjugate Gradients for Solving Linear Systems",
     year    = 1952,
     journal = "Journal of Research of the National Bureau of Standards",
     volume  = "49",
     number  = "6",
     pages   = "409--436"
}
@article{higham02,
     author  = "Higham, N.J.",
     title   = "Computing the Nearest Correlation Matrix - a Problem from 
                Finance",
     year    = 2002,
     journal = "IMA Journal of Numerical Analysis",
     volume  = "22",
     pages   = "329--343"
}
@article{hoffman12,
     author  = "Hoffman, M.D. and Gelman, A.",
     title   = "The No-U-Turn Sampler: Adaptively Setting Path Lengths in 
                Hamiltonian Monte Carlo",
     year    = 2012,
     journal = "Journal of Machine Learning Research",
     pages   = "1--30"
}
@article{hooke61,
     author  = "Hooke, R. and Jeeves, T.A.",
     title   = "'Direct Search' Solution of Numerical and Statistical Problems",
     year    = 1961,
     journal = "Journal of the Association for Computing Machinery",
     volume  = "8",
     number  = "3",
     pages   = "212--229"
}
@article{hyndman07,
     author  = "Hyndman, R.J. and Kostenko, A.V.",
     title   = "Minimum Sample Size Requirements for Seasonal Forecasting 
                Models",
     year    = "2007",
     journal = "Foresight",
     volume  = "6",
     pages   = "12--15"
}
@article{ibrahim00,
     author  = "Ibrahim, J.G. and Chen, M.H.",
     title   = "Power Prior Distributions for Regression Models",
     year    = "2000",
     journal = "Statistical Science",
     volume  = "15",
     pages   = "46--60"
}
@article{irony97,
     author  = "Irony, T.Z. and Singpurwalla, N.D.",
     title   = "Noninformative Priors Do Not Exist: a Discussion with
                Jose M. Bernardo",
     year    = "1997",
     journal = "Journal of Statistical Inference and Planning",
     volume  = "65",
     pages   = "159--189"
}
@article{jaynes68,
     author  = "Jaynes, E.T.",
     title   = "Prior Probabilities",
     year    = "1968",
     journal = "IEEE Transactions on Systems Science and Cybernetics",
     volume  = "4",
     number  = "3",
     pages   = "227--241"
}
@book{jeffreys61,
     author    = "Jeffreys, H.",
     title     = "Theory of Probability",
     edition   = "Third",
     year      = "1961",
     publisher = "Oxford University Press",
     address   = "Oxford, England"
}
@article{jones06,
     author  = "Jones, G.L. and Haran, M. and Caffo, B.S. and Neath, R.",
     title   = "Fixed-Width Output Analysis for Markov chain Monte Carlo",
     year    = "2006",
     journal = "Journal of the American Statistical Association",
     volume  = "100",
     number  = "1",
     pages   = "1537--1547"
}
@article{kass95,
     author  = "Kass, R.E. and Raftery, A.E.",
     title   = "Bayes Factors",
     year    = "1995",
     journal = "Journal of the American Statistical Association",
     volume  = "90",
     number  = "430",
     pages   = "773--795"
}
@article{kim02,
     author  = "Kim, J. and Allenby, G.M. and Rossi, P.E.",
     title   = "Modeling Consumer Demand for Variety",
     year    = "2002",
     journal = "Marketing Science",
     volume  = "21",
     number  = "3",
     pages   = "229--250"
}
@book{kleine50,
     author    = "Kleine, L.",
     title     = "Economic Fluctuations in the United States 1921-1940",
     year      = "1950",
     publisher = "John Wiley \& Sons",
     address   = "New York, New York"
}
@book{kotz01,
     author    = "Kotz, S. and Kozubowski, T.J. and Podgorski, K.",
     title     = "The Laplace Distribution and Generalizations: A Revisit 
                  with Applications to Communications, Economics, 
                  Engineering, and Finance",
     year      = "2001",
     publisher = "Birkauser",
     address   = "Boston"
}
@article{kullback51,
     author  = "Kullback, S. and Leibler, R.A.",
     title   = "On Information and Sufficiency",
     year    = "1951",
     journal = "The Annals of Mathematical Statistics",
     volume  = "22",
     number  = "1",
     pages   = "79--86"
}
@article{lambert05,
     author  = "Lambert, P.C. and Sutton, A.J. and Burton, P.R. and 
                Abrams, K.R. and Jones, D.R.",
     title   = "How Vague is Vague? A Simulation Study of the Impact of 
                the Use of Vague Prior Distributions in MCMC using 
                WinBUGS",
     year    = "2005",
     journal = "Statistics in Medicine",
     volume  = "24",
     pages   = "2401--2428"
}
@article{laplace74,
     author  = "Laplace, P.S.",
     title   = "Memoire sur la Probabilite des Causes par les Evenements",
     year    = "1774",
     journal = "l'Academie Royale des Sciences",
     volume  = "6",
     pages   = "621--656",
     note    = "English translation by S.M. Stigler in 1986 as ``Memoir 
                on the Probability of the Causes of Events'' in 
                \textit{Statistical Science}, \textbf{1}(3), 359--378"
}
@book{laplace12,
     author    = "Laplace, P.S.",
     title     = "Theorie Analytique des Probabilites",
     year      = "1812",
     publisher = "Courcier",
     address   = "Paris",
     note      = "Reprinted as ``Oeuvres Completes de Laplace'', 
                 \textbf{7}, 1878--1912. Paris: Gauthier-Villars"
}
@misc{laplace14,
     author    = "Laplace, P.S.",
     title     = "Essai Philosophique sur les Probabilites",
     year      = "1814",
     note      = "English translation in Truscott, F.W. and Emory, F.L. 
                 (2007) from (1902) as ``A Philosophical Essay on 
                 Probabilities''. ISBN 1602063281, translated from the 
                 French 6th ed. (1840)"
}
@article{laud95,
     author  = "Laud, P.W. and Ibrahim, J.G.",
     title   = "Predictive Model Selection",
     year    = "1995",
     journal = "Journal of the Royal Statistical Society",
     volume  = "B 57",
     pages   = "247--262"
}
@article{lewis97,
     author  = "Lewis, S.M. and Raftery, A.E.",
     title   = "Estimating Bayes' Factors via Posterior Simulation with 
                the Laplace-Metropolis Estimator",
     year    = "1997",
     journal = "Journal of the American Statistical Association",
     volume  = "92",
     pages   = "648--655"
}
@article{liu00,
     author  = "Liu, J. and Liang, F. and Wong, W.",
     title   = "The Multiple-Try Method and Local Optimization in 
                Metropolis Sampling",
     year    = "2000",
     journal = "Journal of the American Statistical Association",
     volume  = "95",
     pages   = "121--134"
}
@article{lunn09,
     author  = "Lunn, D. and Spiegelhalter, D. and Thomas, A. and 
                Best, N.",
     title   = "The BUGS Project: Evolution, Critique, and Future 
                Directions",
     year    = "2009",
     journal = "Statistics in Medicine",
     volume  = "28",
     pages   = "3049--3067"
}
@article{meng94,
     author  = "Meng, X.L.",
     title   = "Posterior Predictive P-Values",
     year    = "1994",
     journal = "Annals of Statistics",
     volume  = "22",
     pages   = "1142--1160"
}
@article{metropolis53,
     author  = "Metropolis, N. and Rosenbluth, A.W. and Rosenbluth M.N. 
                and Teller, E.",
     title   = "Equation of State Calculations by Fast Computing Machines",
     year    = "1953",
     journal = "Journal of Chemical Physics",
     volume  = "21",
     pages   = "1087--1092"
}
@article{mira01,
     author  = "Mira, A.",
     title   = "On Metropolis-Hastings Algorithms with Delayed Rejection",
     year    = "2001",
     journal = "Metron",
     volume  = "LIX",
     number  = "3--4",
     pages   = "231--241"
}
@article{murray10,
     author  = "Murray, I. and Adams, R.P. and KacKay, D.J.",
     title   = "Elliptical Slice Sampling",
     year    = "2010",
     journal = "Journal of Machine Learning Research",
     volume  = "9",
     pages   = "541--548"
}
@article{nadarajah06,
     author  = "Nadarajah, S. and Kotz, S.",
     title   = "R Programs for Computing Truncated Distributions",
     year    = "2006",
     journal = "Journal of Statistical Software",
     volume  = "16",
     number  = "Code Snippet 2",
     pages   = "1--8"
}
@article{naylor82,
     author  = "Naylor, J.C. and Smith, A.F.M.",
     title   = "Applications of a Method for the Efficient Computation
                of Posterior Distributions",
     year    = "1982",
     journal = "Applied Statistics",
     volume  = "31",
     number  = "3",
     pages   = "214--225"
}
@misc{neal97,
     author       = "Neal, R.",
     title        = "Markov Chain Monte Carlo Methods Based on Slicing
                     the Density Function",
     year         = "1997",
     howpublished = "Technical Report, University of Toronto",
}
@article{neal03,
     author  = "Neal, R.",
     title   = "Slice Sampling (with Discussion)",
     year    = "2003",
     journal = "Annals of Statistics",
     volume  = "31",
     number  = "3",
     pages   = "705--767"
}
@incollection{neal11,
     author    = "Neal, R.M.",
     title     = "MCMC for Using Hamiltonian Dynamics",
     pages     = "113--162",
     booktitle = "Handbook of Markov Chain Monte Carlo",
     editor    = "Brooks, S. and Gelman, A. and Jones, G.L. and 
                  Xiao-Li, M.",
     publisher = "Chapman \& Hall, Boca Raton, FL",
     year      = "2011"
}
@article{nelder65,
     author  = "Nelder, J.A. and Mead, R.",
     title   = "A Simplex Method for Function Minimization",
     year    = "1965",
     journal = "The Computer Journal",
     volume  = "7",
     number  = "4",
     pages   = "308--313"
}
@book{nocedal99,
     author    = "Nocedal, J. and Wright, S.J.",
     title     = "Numerical Optimization",
     year      = "1999",
     publisher = "Springer-Verlag",
     address   = "New York, New York"
}
@book{ntzoufras09,
     author    = "Ntzoufras, I.",
     title     = "Bayesian Modeling Using WinBUGS",
     year      = "2009",
     publisher = "John Wiley \& Sons",
     address   = "West Sussex, England"
}
@article{ohara09,
     author  = "O'Hara, R.B. and Sillanpaa, M.J.",
     title   = "A Review of Bayesian Variable Selection Methods: What, 
                How and Which",
     year    = "2009",
     journal = "Journal of Bayesian Analysis",
     volume  = "4",
     number  = "1",
     pages   = "85--118"
}
@article{ohagan87,
     author  = "O'Hagan, A.",
     title   = "Monte Carlo is Fundamentally Unsound",
     year    = "1987",
     journal = "The Statistician",
     volume  = "31",
     number  = "3",
     pages   = "214--225"
}
@article{ohagan91,
     author  = "O'Hagan, A.",
     title   = "Bayes-Hermite Quadrature",
     year    = "1991",
     journal = "Statistical Planning and Inference",
     volume  = "29",
     pages   = "245--260"
}
@incollection{ohagan92,
     author    = "O'Hagan, A.",
     title     = "Some Bayesian Numerical Analysis",
     pages     = "356--363",
     booktitle = "Bayesian Statistics 4",
     editor    = "Bernardo, J.M. and Berger, J.O. and David, A.P. and
                  Smith, A.F.M.",
     publisher = "Oxford University Press, England",
     year      = "1992"
}
@book{petris09,
     author    = "Petris, G. and Petrone, S. and Campagnoli, P.",
     title     = "Dynamic Linear Models with R",
     year      = "2009",
     publisher = "Springer",
     address   = "New York, New York"
}
@inproceedings{plummer03,
     author    = "Plummer, M.",
     title     = "JAGS: A Program for Analysis of Bayesian Graphical Models 
                  Using Gibbs Sampling",
     booktitle = "Proceedings of the 3rd International Workshop on 
                  Distributed Statistical Computing (DSC 2003)",
     year      = "2003",
     note      = "March 20-22, Vienna, Austria. ISBN 1609--395X"
}
@book{pole94,
     author    = "Pole, A. and West, M. and Harrison, J.",
     title     = "Applied Bayesian Forecasting and Time Series Analysis",
     year      = "1994",
     publisher = "Chapman \& Hall",
     address   = "Boca Raton, Florida"
}
@incollection{rasmussen03,
     author    = "Rasmussen, C.E. and Ghahramani, Z.",
     title     = "Bayesian Monte Carlo",
     booktitle = "Advances in Neural Information Processing Systems",
     editor    = "Becker, S. and Obermayer, K.",
     publisher = "MIT Press, Cambridge, MA",
     year      = "2003"
}
@manual{rdct:r,
     title        = {R: A Language and Environment for Statistical 
                     Computing},
     author       = {{R Core Team}},
     organization = {R Foundation for Statistical Computing},
     address      = {Vienna, Austria},
     year         = {2014},
     url          = {https://www.R-project.org},
}
@manual{r:coda,
     author = "Plummer, M. and Best, N. and Cowles, K. and Vines, K.",
     title  = {\pkg{coda}: Output Analysis and Diagnostics for MCMC},
     year   = {2012},
     note   = {\proglang{R} package version 0.16-1},
     url    = {http://cran.r-project.org/web/packages/coda/index.html},
}
@manual{r:laplacesdemon,
     author = {{Statisticat LLC.}},
     title  = {\pkg{LaplacesDemon}: Complete Environment for Bayesian Inference},
     year   = {2015},
     note   = {\proglang{R} package version 15.03.19},
     url    = {https://web.archive.org/web/20150703093901/http://www.bayesian-inference.com/software},
}
@manual{r:learnbayes,
     author = "Albert, J.",
     title  = {\pkg{LearnBayes}: Functions for Learning Bayesian Inference},
     year   = {2012},
     note   = {\proglang{R} package version 2.12},
     url    = {http://cran.r-project.org/web/packages/LearnBayes/index.html},
}
@manual{r:mcmc,
     author = "Geyer, C.J.",
     title  = {\pkg{mcmc}: Markov Chain Monte Carlo},
     year   = {2013},
     note   = {\proglang{R} package version 0.9-2},
     url    = {http://cran.r-project.org/web/packages/mcmc/index.html},
}
@manual{r:mcmcpack,
     author = "Martin, A.D. and Quinn, K.M. and Park, J.H.",
     title  = {\pkg{MCMCpack}: Markov chain Monte Carlo (MCMC) Package},
     year   = {2013},
     note   = {\proglang{R} package version 1.3-3},
     url    = {http://cran.r-project.org/web/packages/MCMCpack/index.html},
}
@manual{r:r2winbugs,
     author = "Gelman, A.",
     title  = {\pkg{R2WinBUGS}: Running WinBUGS and OpenBUGS from R / S-PLUS},
     year   = {2013},
     note   = {\proglang{R} package version 2.1-19},
     url    = {https://CRAN.R-project.org/package=R2WinBUGS},
}
@manual{r:umacs,
     author = "Kerman, J.",
     title  = {\pkg{UMACS}: Universal Markov Chain Sampler},
     year   = {2007},
     note   = {\proglang{R} package version 0.924},
     url    = {https://CRAN.R-project.org/package=UMACS},
}
@book{raiffa61,
     author    = "Raiffa, H. and Schlaifer, R.",
     title     = "Applied Statistical Decision Theory",
     year      = "1961",
     publisher = "Division of Research, Graduate School of Business
                  Administration",
     address   = "Harvard University"
}
@incollection{ramsey26,
     author    = "Ramsey, F.P.",
     title     = "Truth and Probability",
     pages     = "156--198",
     booktitle = "The Foundations of Mathematics and other Logical Essays",
     editor    = "Braithwaite, R.",
     publisher = "Harcourt, Brace and Company, New York",
     year      = "1926"
}
@article{riedmiller94,
     author  = "Riedmiller, M.",
     title   = "Advanced Supervised Learning in Multi-Layer Perceptrons - 
                From Backpropagation to Adaptive Learning Algorithms",
     year    = "1994",
     journal = "Computer Standards and Interfaces",
     volume  = "16",
     pages   = "265--278"
}
@article{ritter92,
     author  = "Ritter, C. and Tanner, M.",
     title   = "Facilitating the Gibbs Sampler: the Gibbs Stopper and 
                the Griddy-Gibbs Sampler",
     year    = "1992",
     journal = "Journal of the American Statistical Association",
     volume  = "87",
     pages   = "861--868"
}
@article{robbins51,
     author  = "Robbins, H. and Monro, S.",
     title   = "A Stochastic Approximation Method",
     year    = "1951",
     journal = "Annals of Mathematical Statistics",
     volume  = "22",
     pages   = "400--407"
}
@book{robert07,
     author    = "Robert, C.",
     title     = "The Bayesian Choice",
     edition   = "2nd",
     year      = "2007",
     publisher = "Springer",
     address   = "Paris, France"
}
@article{roberts96,
     author  = "Roberts, G.O. and Tweedie, R.L.",
     title   = "Exponential Convergence of Langevin Distributions 
                and Their Discrete Approximations",
     year    = "1996",
     journal = "Bernoulli",
     volume  = "2",
     number  = "4",
     pages   = "341--363"
}
@article{roberts01,
     author  = "Roberts, G.O. and Rosenthal, J.S.",
     title   = "Optimal Scaling for Various Metropolis-Hastings 
                Algorithms",
     year    = "2001",
     journal = "Statistical Science",
     volume  = "16",
     pages   = "351--367"
}
@article{roberts07,
     author  = "Roberts, G.O. and Rosenthal, J.S.",
     title   = "Coupling and Ergodicity of Adaptive Markov Chain Monte 
                Carlo Algorithms",
     year    = "2007",
     journal = "Journal of Applied Probability",
     volume  = "44",
     pages   = "458--475"
}
@article{roberts09,
     author  = "Roberts, G.O. and Rosenthal, J.S.",
     title   = "Examples of Adaptive MCMC",
     year    = "2009",
     journal = "Computational Statistics and Data Analysis",
     volume  = "18",
     pages   = "349--367"
}
@article{rosenthal07,
     author  = "Rosenthal, J.S.",
     title   = "AMCMC: An R Interface for Adaptive MCMC",
     year    = "2007",
     journal = "Computational Statistics and Data Analysis",
     volume  = "51",
     pages   = "5467--5470"
}
@article{rossky78,
     author  = "Rossky, P.J. and Doll, J.D. and Friedman, H.L.",
     title   = "Brownian Dynamics as Smart Monte Carlo Discrete
                Approximations",
     year    = "1978",
     journal = "Journal of Chemical Physics",
     volume  = "69",
     pages   = "4628--4633"
}
@book{rossi05,
     author    = "Rossi, P.E. and Allenby, G.M. and McCulloch, R.",
     title     = "Bayesian Statistics and Marketing",
     year      = "2005",
     publisher = "John Wiley \& Sons",
     address   = "West Sussex, England"
}
@article{rubin81,
     author  = "Rubin, D.B.",
     title   = "The Bayesian Bootstrap",
     year    = "1981",
     journal = "The Annals of Statistics",
     volume  = "9",
     number  = "1",
     pages   = "130--134"
}
@article{salimans13,
     author  = "Salimans, T. and Knowles, D.A.",
     title   = "Fixed-Form Variational Posterior Approximation
                through Stochastic Linear Regression",
     year    = "2013",
     journal = "Bayesian Analysis",
     volume  = "8",
     number  = "4",
     pages   = "837--882"
}
@manual{sas08,
     author  = {{SAS Institute Inc.}},
     title   = {SAS/STAT 9.2 User's Guide},
     year    = {2008},
     address = "Cary, NC: SAS Institute Inc.",
}
@book{savage54,
     author    = "Savage, L.J.",
     title     = "The Foundations of Statistics",
     year      = "1954",
     publisher = "John Wiley \& Sons",
     address   = "West Sussex, England"
}
@misc{shaby10,
     author       = "Shaby, B. and Wells, M.T.",
     title        = "Exploring an Adaptive Metropolis Algorithm",
     year         = "2010",
     howpublished = "Working Paper in Department of Statistical 
                     Science, Duke University",
}
@article{shanno70,
     author  = "Shanno, D.F.",
     title   = "Conditioning of quasi-Newton Methods for Function
                Minimization",
     year    = "1970",
     journal = "Mathematics of Computation",
     volume  = "24",
     pages   = "647--650"
}
@article{smith84,
     author  = "Smith, R.L.",
     title   = "Efficient Monte Carlo Procedures for Generating Points
                Uniformly Distributed Over Bounded Region",
     year    = "1984",
     journal = "Operations Research",
     volume  = "32",
     pages   = "1296--1308"
}
@article{solonen12,
     author  = "Solonen, A. and Ollinaho, P. and Laine, M. and Haario, H. 
                and Tamminen, J. and Jarvinen, H.",
     title   = "Efficient MCMC for Climate Model Parameter Estimation: 
                Parallel Adaptive Chains and Early Rejection",
     year    = "2012",
     journal = "Bayesian Analysis",
     volume  = "7",
     number  = "2",
     pages   = "1--22"
}
@article{spiegelhalter98,
     author  = "Spiegelhalter, D.J. and Best, N.G. and Carlin, B.P.",
     title   = "Bayesian Deviance, the Effective Number of Parameters, and 
                the Comparison of Arbitrarily Complex Models",
     year    = "1998",
     journal = "Research Report",
     volume  = "98-009",
     notes   = "\url{http://www.med.ic.ac.uk/divisions/60/biointro.asp}"
}
@article{spiegelhalter02,
     author  = "Spiegelhalter, D.J. and Best, N.G. and Carlin, B.P. and van
                der Linde, A.",
     title   = "Bayesian Measures of Model Complexity and Fit (with 
                Discussion)",
     year    = "2002",
     journal = "Journal of the Royal Statistical Society",
     volume  = "B 64",
     pages   = "583--639"
}
@manual{spiegelhalter03,
     author       = "Spiegelhalter, D.J. and Thomas, A. and Best, N.G. and 
                     Lunn, D.",
     title        = "WinBUGS User Manual, Version 1.4",
     year         = "2003",
     organization = "MRC Biostatistics Unit, Institute of Public Health 
                     and Department of Epidemiology and Public Health, 
                     Imperial College School of Medicine, UK",
     notes        = "\url{http://www.mrc-bsu.cam.ac.uk/bugs}"
}
@misc{stan12,
     author       = {{Stan Development Team}},
     title        = {Stan: A C++ Library for Probability and Sampling},
     year         = {2012},
     howpublished = "\url{http://mc-stan.org}",
}
@article{stigler83,
     author       = "Stigler, S.M.",
     title        = "Who Discovered Bayes's Theorem?",
     year         = "1983",
     journal      = "The American Statistician",
     volume       = "37",
     number       = "4",
     pages        = "290--296"
}
@article{terbraak06,
     author       = "Ter Braak, C.J.F.",
     title        = "A Markov Chain Monte Carlo Version of the Genetic
                     Algorithm Differential Evolution: Easy Bayesian 
                     Computing for Real Parameter Spaces",
     year         = "2006",
     journal      = "Statistics and Computing",
     volume       = "16",
     pages        = "239--249"
}
@article{terbraak08,
     author       = "Ter Braak, C.J.F. and Vrugt, J.A.",
     title        = "Differential Evolution Markov Chain with Snooker 
                     Updater and Fewer Chains",
     year         = "2008",
     journal      = "Statistics and Computing",
     volume       = "18",
     number       = "4",
     pages        = "435--446"
}
@article{thompson10,
    author       = "Thompson, M.B.",
    title        = "Graphical Comparison of MCMC Performance",
    year         = "2010",
    journal      = "ArXiv e-prints",
    eprint       = "1011.4457",
    howpublished = "\url{http://adsabs.harvard.edu/abs/2010arXiv1011.4457T}"
}
@misc{thompson11,
     author       = "Thompson, M.B.",
     title        = "Slice Sampling with Multivariate Steps",
     year         = "2011",
     howpublished = "\url{http://hdl.handle.net/1807/31955}",
}
@article{tierney86,
     author  = "Tierney, L. and Kadane, J.B.",
     title   = "Accurate Approximations for Posterior Moments and Marginal
                Densities",
     year    = "1986",
     journal = "Journal of the American Statistical Association",
     volume  = "81",
     number  = "393",
     pages   = "82--86"
}
@article{tierney89,
     author  = "Tierney, L. and Kass, R. and Kadane, J.B.",
     title   = "Fully Exponential Laplace Approximations to Expectations
                and Variances of Nonpositive Functions",
     year    = "1989",
     journal = "Journal of the American Statistical Association",
     volume  = "84",
     number  = "407",
     pages   = "710--716"
}
@article{tierney94,
     author  = "Tierney, L.",
     title   = "Markov Chains for Exploring Posterior Distributions",
     year    = "1994",
     journal = "The Annals of Statistics",
     volume  = "22",
     number  = "4",
     pages   = "1701--1762",
     note    = "With discussion and a rejoinder by the author"
}
@book{tolkien54,
     author    = "Tolkien, J.R.R.",
     title     = "The Fellowship of the Ring, The Lord of the Rings",
     year      = "1954",
     publisher = "Houghton Mifflin",
     address   = "Boston"
}
@article{turchin71,
     author  = "Turchin, V.F.",
     title   = "On the Computation of Multidimensional Integrals by the 
                Monte Carlo Method",
     year    = "1971",
     journal = "Theory of Probablility and its Applications",
     volume  = "16",
     number  = "4",
     pages   = "720--724"
}
@incollection{vihola11,
     author    = "Vihola, M.",
     title     = "Robust Adaptive Metropolis Algorithm with Coerced
                  Acceptance Rate",
     pages     = "1--12",
     booktitle = "Statistics and Computing",
     editor    = "Forthcoming",
     publisher = "Springer, Netherlands",
     year      = "2011"
}
@article{watanabe10,
     author  = "Watanabe, S.",
     title   = "Asymptotic Equivalence of Bayes Cross Validation and
                Widely Applicable Information Criterion in Singular 
                Learning Theory",
     year    = "2010",
     journal = "Journal of Machine Learning Research",
     issue   = "11",
     pages   = "3571--3594"
}
@book{west97,
     author    = "West, M. and Harrison, J.",
     title     = "Bayesian Forecasting and Dynamic Models",
     year      = "1997",
     publisher = "Springer",
     address   = "New York, New York"
}
@article{welling11,
     author  = "Welling, M. and Teh, Y.W.",
     title   = "Bayesian Learning via Stochastic Gradient Langevin
                Dynamics",
     year    = "2011",
     journal = "Proceedings of the 28th International Conference on
                Machine Learning (ICML)",
     pages   = "681--688"
}
@book{williamson99,
     author    = "Williamson, G.K.",
     title     = "Getting Started In Annuities",
     year      = "1999",
     publisher = "John Wiley \& Sons",
     address   = "New York, New York"
}
@article{wishart28,
     author  = "Wishart, J.",
     title   = "The Generalised Product Moment Distribution in
                Samples from a Normal Multivariate Population",
     year    = "1928",
     journal = "Biometrika",
     volume  = "20A (1-2)",
     pages   = "32--52"
}
@article{wraith09,
     author  = "Wraith, D. and Kilbinger, M. and Benabed, K. and 
                Capp\'e, O. and Cardoso, J.F. and Fort, G. and Prunet, S. 
                and Robert, C.P.",
     title   = "Estimation of Cosmological Parameters Using Adaptive 
                Importance Sampling",
     year    = "2009",
     journal = "Physical Review D",
     volume  = "80",
     number  = "2",
     pages   = "023507",
     howpublished = "\url{http://link.aps.org/doi/10.1103/PhysRevD.80.023507}",
}
@incollection{zelinka04,
     author    = "Zelinka, I.",
     title     = "SOMA - Self Organizing Migrating Algorithm",
     booktitle = "New Optimization Techniques in Engineering",
     editor    = "Onwubolu, G.C. and Babu, B.V.",
     publisher = "Springer, Berlin, Germany",
     year      = "2004"
}
@article{zellner62,
     author  = "Zellner, A.",
     title   = "An Efficient Method of Estimating Seemingly Unrelated 
                Regression Equations and Tests for Aggregation Bias",
     year    = "1962",
     journal = "Journal of the American Statistical Association",
     volume  = "57",
     pages   = "348--368"
}
@article{zhang12,
     author  = "Zhang, Y. and Ghahramani, Z. and Storkey, A.J. and
                Sutton, C.A.",
     title   = "Continuous Relaxations for Discrete Hamiltonian Monte
                Carlo",
     year    = "2012",
     journal = "Advances in Neural Information Processing Systems",
     volume  = "25",
     pages   = "3203--3211"
}
