References for Computational Methods in Statistics

Computers and the Theory of Statistics: Thinking the Unthinkable. B. Efron, SIAM Review, 1979 vol 21, No 4, pp 460-480.

The Jackknife, the Bootstrap and Other Resampling Plans. Bradley Efron. CBMS-NSF Regional Confersence Series in Applied Mathematics, 1982

When does Bootstrap Work? Asymptotic Results and Simulations. E. Mammen. Lecture Notes in Statistics 77, Springer-Verlag 1992.

Bootstrap Metods for Standard Errors, Confidence Intervals, and Other Measures of statistical Accuracy. B. Efron and R. Tibshirani
Statistical Science 1986, Vol.1, 54-77

An expansion for symmetric statistics and the Efron-Stein inequality. Richard A. Vitale, IMS Lecture Notes-Monograph Series, 1984 vol. 5, pp 112-114

Complete convergence of short paths and Karp's algorithm for the TSP. J.M.Steele. Math. Oper. Res., 1981 vol. 6, pp 374-378

An Efron-Stein inequality for nonsymmetric statistics. J.M.Steele. Annals of Statistics, 1986 vol. 14, pp 753-758.

The Jackknife and Bootstrap. J.Shao and D. Tu., Springer Series in Statistics, 1995.

D.N.Politis, `Computer-Intensive Methods in Statistical Analysis', IEEE Signal Proc. Magazine, Vol. 15, No. 1, pp. 39-55, January 1998.

The Bootstrap, Joel Horowitz

The EM Algorithm and Extensions. McLachlan and Krishnan. Wiley Series in Probability and Statistics, 1997

On the convergence properties of the EM algorithm. C.F.J. Wu. The Annals of Statistics, 1983 vol. 11, pp 95-103

Explaining the Gibbs Sampler. George Casella and Edward I. George. The American Statistician,Vol.46, 167-174

Equation of state calculations by fast computing machines. N. Metropolis, A. Rosenbluth, M. Rosenbluth, A. Teller, and E. Teller. Journ. of Chemical Physics, 1953 vol. 21, pp 108-1092.

Stochastic Relaxation, Gibbs Distributions, and the Bayesian restoration of images, S.Geman and D. Geman IEEE Proc. Pattern Analysis and Machine Intelligence, 1984, vol. 6, pp 721-741.

Random Walks and Electrical Networks, Doyle and Snell

Markov Chain Monte Carlo in Practice. Gilks, Richardson, Spiegelhalter. Chapman & Hall, 1996.

Sampling-Based Approaches to Calculating Marginal Densities. A. Gelfand and A. Smith. JASA, 1990 vol. 85, pp 398-409.

MCMC Preprints on the web http://www.statslab.cam.ac.uk/~mcmc/

Cooling Schedules for Optimal Annealing. B. Hajek. Mathematics of Operations Research, 1988 vol. 13, pp 311-329.

Simulated Annealing and Boltzman Machines. A Stochastic Approach to Combinatorial Optimization and Neural Computing. Aarts and Korst. Wiley, 1989.

Markov Chains, Gibbs Fields, Monte Carlo Simulation and Queues. Pierre Bremaud. Springer TAM 31, 1998 QA 274.9B74