“MCMC using Hamiltonian dynamics” by Radford M. Neal, Dept. of Statistics and Dept. of Computer Science, University of Toronto. See http://www.cs.utoronto.ca/~radford/ham-mcmc.abstract.html”
“Use of probability gradients in hybrid MCMC and a new convergence test” by Kenneth M. Hanson, Los Alamos National Laboratory. See http://public.lanl.gov/kmh/publications/
Jim Regetz, Mark Schildhauer and colleagues at NCEAS have created a very nice introductory guide to ADMB. Jim is looking for feedback and some really good example applications that would attract ecologists to ADMB.