References

  • [1] Carlin, B.P., Gelfand, A.E. and Smith, A.F.M. (1992) Hierarchical Bayesian Analysis of Changepoint Problems. J. Roy. Stat. Soc. C 41, 389–405.
  • [2] Gelfand, A.E. and Smith, A.F.M. (1990) Sampling-based approaches to calculating marginal densities. Journal of the American Statistical Association. 85, 398–409.
  • [3] Gilks, W.R., Richardson, S. and Spiegelhalter D. (1996) Markov chain Monte Carlo methods in Practice. Chapman and Hall.
  • [4] Grimmett, G.R. and Strizaker, D.R. (1992) Probability and Random Processes. Second edition. Clarendon Press, Oxford.
  • [5] Hastings, W. (1970) Monte Carlo Sampling Methods Using Markov Chains and Their Applications. Biometrika, 57, 97–109.
  • [6] Jarrett, R.G. (1979) A note on the intervals between coal-mining disasters. Biometrika 66, 191–193.
  • [7] Metropolis N., Rosenbluth A., Rosenbluth M., Teller A. and Teller E. (1953) Equations of State Calculations by Fast Computing Machines. Journal of Chemical Physics, 21, 1087–1092.