Open Access
February 2004 Computational Advances for and from Bayesian Analysis
C. Andrieu, A. Doucet, C. P. Robert
Statist. Sci. 19(1): 118-127 (February 2004). DOI: 10.1214/088342304000000071

Abstract

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.

Citation

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C. Andrieu. A. Doucet. C. P. Robert. "Computational Advances for and from Bayesian Analysis." Statist. Sci. 19 (1) 118 - 127, February 2004. https://doi.org/10.1214/088342304000000071

Information

Published: February 2004
First available in Project Euclid: 14 July 2004

zbMATH: 1062.62043
MathSciNet: MR2082151
Digital Object Identifier: 10.1214/088342304000000071

Keywords: importance sampling , Markov chain Monte Carlo (MCMC) algorithms , Monte Carlo methods

Rights: Copyright © 2004 Institute of Mathematical Statistics

Vol.19 • No. 1 • February 2004
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