C. J. Geyer and E. A. Thompson, Constrained Monte Carlo Maximum Likelihood for Dependent Data (with discussion), Journal of the Royal Statistical Society. Series B (Methodological), vol.54, issue.3, pp.657-699, 1992.

W. R. Gilks, S. Richardson, and D. Spiegelhalter, Markov Chain Monte Carlo in Practice, 1996.

W. K. Hastings, Monte Carlo sampling methods using Markov chains and their applications, Biometrika, vol.57, issue.1, pp.97-109, 1970.
DOI : 10.1093/biomet/57.1.97

C. P. Robert, The Bayesian Choice. From Decision-Theoretic Foundations to Computational Implementation, 2007.

D. Gajda, C. Guihenneuc-jouyaux, J. Rousseau, K. Mengersen, and D. Nur, Use in practice of importance sampling for repeated MCMC for Poisson models, Electronic Journal of Statistics, vol.4, issue.0, 2009.
DOI : 10.1214/09-EJS527
URL : https://hal.archives-ouvertes.fr/inserm-00498871