Monte Carlo Statistical Methods (2nd Edition) 是整本书，非课件。pdf格式，扫描版，清晰，共683页  
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作者：Christian P.Robert     George Casella
1 Introduction
2 Random Variable Generation
3 Monte Carlo Integration
4 Controling Monte Carlo Variance
5 Monte Carlo Optimization
6 Markov Chains
7 The Metropolis-Hastings Algorithm
8 The Slice Sampler
9 The Two－Stage Gibbs Sampler
10 The Multi-Stage Gibbs Sampler
11 Variable Dimension Models and Reversible Jump Algorithms
12 Diagnosing Convergence
13 Perfect Sampling
14 Iterated and Sequential Importance Sampling