An introduction to MCMC for machine learning. Andrieu, C., De Freitas, N., Doucet, A., & Jordan, M. Machine learning, 50(1):5–43, 2003.
bibtex   
@article{andrieu_introduction_2003,
	title = {An introduction to {MCMC} for machine learning},
	volume = {50},
	number = {1},
	journal = {Machine learning},
	author = {Andrieu, C. and De Freitas, N. and Doucet, A. and Jordan, M.I.},
	year = {2003},
	pages = {5--43}
}

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