1992
@article{CaG1992,
vgclass = {refpap},
author = {Casella, George and George, Edward I.},
title = {Explaining the {G}ibbs sampler},
journal = {The American Statistician},
volume = {46},
number = {3},
pages = {167--174},
month = {August},
year = {1992},
url = {http://links.jstor.org/sici?sici=0003-1305%28199208%2946%3A3%3C167%3AETGS%3E2.0.CO%3B2-R},
abstract = {Computer-intensive algorithms, such as the Gibbs sampler,
have become increasingly popular statistical tools, both in applied and
theoretical work. The properties of such algorithms, however, may
sometimes not be obvious. Here we give a simple explanation of how and
why the Gibbs sampler works. We analytically establish its properties
in a simple case and provide insight for more complicated cases. There
are also a number of examples.},
}