What is a good reference or example to understand how to compute posterior probability using MCMC?

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Thilo Strauss Popular answer

There are several famous MCMC algorithms to compute the poster distribution. For example the Gibbs sampler or Metropolis–Hastings algorithm to name a few. To understand the Metropolis–Hastings algorithm I would recommend:

Chib, Siddhartha, and Edward Greenberg. "Understanding the metropolis-hastings algorithm." The american statistician 49.4 (1995): 327-335.

Thilo Strauss

Mariem Farhat

Thank you very much!