Written by two leading researchers, this book provides a reference for researchers and graduate students in an important area of statistics.

We have sold 4300 copies worldwide of the first edition (1999).

This new edition contains five completely new chapters covering new developments.

Introduction * Random Variable Generation * Monte Carlo Integration * Controlling Monte Carlo Variance * Monte Carlo Optimization * Markov Chains * The Metropolis-Hastings Algorithm * The Slice Sampler * The Two-Stage Gibbs Sampler * The Multi-Stage Gibbs Sampler * Variable Dimension Models and Reversible Jump * Diagnosing Convergence * Perfect Sampling * Iterated and Sequential Importance Sampling