1. RJMCMC
http://cvlab.epfl.ch/~ksmith/tutorial/rjmcmc.php
2. Gibbs Sampling
http://en.wikipedia.org/wiki/Gibbs_sampling
3. PT (parallel tempering)
http://en.wikipedia.org/wiki/Parallel_tempering
http://online.physics.uiuc.edu/courses/phys466/spring11/projects/2006/team_john_davidsaver/466_gergely_davidsaver/node3.html
4. CD (contrastive divergence)
http://cvlab.epfl.ch/~ksmith/tutorial/rjmcmc.php
2. Gibbs Sampling
http://en.wikipedia.org/wiki/Gibbs_sampling
3. PT (parallel tempering)
http://en.wikipedia.org/wiki/Parallel_tempering
http://online.physics.uiuc.edu/courses/phys466/spring11/projects/2006/team_john_davidsaver/466_gergely_davidsaver/node3.html
4. CD (contrastive divergence)
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