ABSTRACT
Markov chain Monte Carlo (MCMC) has revolutionized modern statistical computing, especially for complex Bayesian and latent variable models. A recent Web of Knowledge search (Thompson ISI, 2012) for “MCMC” yielded 6015 articles, nearly half in statistics, and the rest spread across fields ranging from computational biology to transportation and thermodynamics. Of these, 72 articles appear inPsychometrika, Journal of Educational and Behavioral Statistics andApplied Psychological Measurement, and another seventeen inPsychological Methods, Journal of Educational Measurement, andEducational and Psychological Measurement. This is remarkable for an estimation method that first appeared in a psychometrics-related journal around 1990.
