READING ASSIGNMENTS

Sampling-Based Approaches to Calculating Marginal Densities, by Gelfand A. E. and Smith A. F. M. JASA 1990, Vol. 85, No. 401, pp 398-409.

Bayesian Statistics Without Tears: A Sampling Resampling Perspective, by Smith, A. F. M. and Gelfand A. E. The American Statistician 1992, Vol. 46, No.2, pp:84-88.

Explaining the Gibbs Sampler, by Casella G. and George E.I. The American Statistician 1992, vol 46, pp:167-174.

Understanding the Metropolis Algorithm, by Chib S. and Greenberg E. The American Statistician 1995, vol 49, pp:327-335.

Bayesian Data Analysis Using R, by Kerman, J., Cook, S. and Gelman A.

P.S: Also you are encouraged to browse:
"Bayesian Statistics: History" and "Bayesian Philosophy"from Brani Vidacovic's webpage

Multilevel (Hierarchical) Modeling: What it can and can't do, by Gelman A.