Additional Readings

• The Multivariate Gaussian, M. Jordan, 2009


• The Exponential Family: Basics, M. Jordan, 2009


• The Exponential Family: Conjugate Priors, M. Jordan, 2009


• Reference Analysis, J. Bernardo, 2005


• Spike and Slab Variable Selection: Frequentist and Bayesian Strategies, H. Ishwaran & J. Rao, 2005


• The Bayesian Lasso, T. Park & G. Casella, 2008


• An Introduction to MCMC for Machine Learning. C. Andrieu, N. de Freitas, A. Doucet & M. I. Jordan, 2003.


• Statistical Inference and Monte Carlo Algorithms G. Casella, 1996


• Population Monte Carlo O. Cappe, A. Guillin, & C. Robert, 2008


• A Bayesian Analysis of Some Nonparametric Problems T. S. Ferguson, 1973, Annals of Statistics, 1, 209-230.