Great — thanks, xian. Useful not only to me to be reminded of that nice work by Geyer, but also to future students who might want to find it (and hopefully to read it!)

]]>Quite a nice coincidence : I am sitting next to Nicolas’ office for a first time visit over 14 months!

]]>Thanks David, this is THE famous 1991-1994 unpublished technical report by Charlie Geyer, indeed!!! Andrew Gelman includes it in his list of the greatest works of statistics never published . It is available here.

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