The emergence in the past years of Bayesian analysis in many methodological and applied fields as the solution to the modeling of complex problems cannot be dissociated from major changes in its computational implementation. We show in this review how the advances in Bayesian analysis and statistical computation are intermingled.
Publié le : 2004-02-14
Classification:
Monte Carlo methods,
importance sampling,
Markov chain Monte Carlo (MCMC) algorithms
@article{1089808277,
author = {Andrieu, C. and Doucet, A. and Robert, C. P.},
title = {Computational Advances for and from Bayesian Analysis},
journal = {Statist. Sci.},
volume = {19},
number = {1},
year = {2004},
pages = { 118-127},
language = {en},
url = {http://dml.mathdoc.fr/item/1089808277}
}
Andrieu, C.; Doucet, A.; Robert, C. P. Computational Advances for and from Bayesian Analysis. Statist. Sci., Tome 19 (2004) no. 1, pp. 118-127. http://gdmltest.u-ga.fr/item/1089808277/