Springer Monte Carlo Statistical Methods (Springer Texts in Statistics)

From the reviews of the first edition: "Although the book is written as a textbook, with many carefully worked out examples and exercises, it will be very useful for the researcher since the authors discuss their favorite research topics (Monte Carlo optimization and convergence diagnostics) going through many relevant references…This book is a comprehensive treatment of the subject and will be an essential reference for statisticians working with McMC." -Mathematical Reviews