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jsalvatier comments on The Best Textbooks on Every Subject - Less Wrong

167 Post author: lukeprog 16 January 2011 08:30AM

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Comment author: jsalvatier 13 August 2013 07:25:13PM 1 point [-]

I don't have an especially awesome place, but Bayesian Data Analysis by Gelman introduces the basics of Metropolis Hastings and Gibbs Sampling (those are probably the first ones to learn). There are probably quite a few other places to learn about these two algorithms too (including wikipedia). MCMC using Hamiltonian Dynamics by Neal, is the standard reference for Hamiltonian Monte Carlo (what I would suggest learning after those two).