1. The MCMC preprint service provides papers in the MCMC field: http://www.mcs.surrey.ac.uk /Personal/S.Brooks/MCMC/
2. The SMC Web server provides some links and papers in the field of Sequential Monte Carlo methods and particle filters: http://svrwww.eng.cam.ac.uk /~jfgf/smc.html.
3. C. Andrieu, Méthodes MCMC pour d’analyse bayésienne de modéles de régression paramétrique non-linéaires. Applications a l’analyse de raies et d la déconvolution impudsionnelle (in French), Ph.D. Thesis, Université de Cergy-Pontoise, 1998.
4. C. Andrieu and A. Doucet, “Simulated Annealing for Bayesian Estimation of Hidden Markov Models”, to appear IEEE Trans. Information Theory, 2000.
5. C. Andrieu and A. Doucet, “Efficient Stochastic MAP Estimation for Harmonic Retrieval”, in Proc. Conf. EUSIPCO, Sept. 1998.