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Hastings WK (1970) Monte Carlo sampling methods using Markov chains and their applications Biometrika 57:97-109

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Kennel MB, Shlens J, Abarbanel HD, Chichilnisky EJ (2005) Estimating entropy rates with Bayesian confidence intervals. Neural Comput 17:1531-76 [Journal] [PubMed]
Liang F (2005) Evidence Evaluation for Bayesian Neural Networks Using Contour Monte Carlo Neural Comput 17:1385-1410
Shlens J, Kennel MB, Abarbanel HD, Chichilnisky EJ (2007) Estimating information rates with confidence intervals in neural spike trains. Neural Comput 19:1683-719 [Journal] [PubMed]
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