Bayesian computational methods (2e ed.)
Robert, Christian P. (2010), Bayesian computational methods (2e ed.), in Härdle, Wolfgang; Gentle, James; Mori, Yuichi, Handbook of Computational Statistics, Springer : Berlin, p. 719-766
External document linkhttp://hal.archives-ouvertes.fr/hal-00473019/fr/
Book titleHandbook of Computational Statistics
Book authorHärdle, Wolfgang; Gentle, James; Mori, Yuichi
Number of pages1070
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Author(s)Robert, Christian P.
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.
Subjects / KeywordsBayesian Statistics
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