2008-08-28

A History of Markov Chain Monte Carlo

Robert and Casella wrote a paper with a title "A History of Markov Chain Monte Carlo--Subjective Recollections from Incomplete Data--". It is a nice reading. Beeing an animal breeder I of course liked the following footnote ;)

On a humorous note, the original Technical Report of this paper was called Gibbs for Kids, which was changed because a referee did not appreciate the humor. However, our colleague Dan Gianola, an Animal Breeder at Wisconsin, liked the title. In using Gibbs sampling in his work, he gave a presentation in 1993 at the 44th Annual Meeting of the European Association for Animal Production, Arhus, Denmark. The title: Gibbs for Pigs.

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