An Introduction to MCMC for Machine Learning. Andrieu, C., de Freitas, N., Doucet, A., & Jordan, M. I. Machine Learning, 50:5-43, 2003.
bibtex   
@ARTICLE{Andrieu2003,
  author = {Christophe Andrieu and Nando de Freitas and Arnaud Doucet and Michael
	I. Jordan},
  title = {An Introduction to MCMC for Machine Learning},
  journal = {Machine Learning},
  year = {2003},
  volume = {50},
  pages = {5-43},
  file = {:andrieu03introduction.pdf:PDF},
  owner = {tiago},
  timestamp = {2012.08.30}
}

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