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Bayesian computational methods (2e ed.)

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Date
2010
Notes
Le lien HAL conduit à une version révisée de ce chapitre.
Link to item file
http://hal.archives-ouvertes.fr/hal-00473019/fr/
Dewey
Probabilités et mathématiques appliquées
Sujet
Bayesian Statistics
JEL code
C11
Book title
Handbook of Computational Statistics
Author
Härdle, Wolfgang; Gentle, James; Mori, Yuichi
Publisher
Springer
Publisher city
Berlin
Year
2010
Pages number
1070
ISBN
978-3-540-40464-4
URI
https://basepub.dauphine.fr/handle/123456789/4054
Collections
  • CEREMADE : Publications
Metadata
Show full item record
Author
Robert, Christian P.
Type
Chapitre d'ouvrage
Item number of pages
719-766
Abstract (EN)
In this chapter, we will first present the most standard computational challenges met in Bayesian Statistics, focussing primarily on mixture estimation and on model choice issues, and then relate these problems with computational solutions. Of course, this chapter is only a terse introduction to the problems and solutions related to Bayesian computations. For more complete references, see Robert and Casella (2004, 2009), or Marin and Robert (2007), among others. We also restrain from providing an introduction to Bayesian Statistics per se and for comprehensive coverage, address the reader to Robert (2007), (again) among others.

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