Statistical inference and Monte Carlo algorithms. (With discussion)

DOI10.1007/BF02562621zbMath0884.62001OpenAlexW2130371299MaRDI QIDQ1372568

George Casella

Publication date: 5 April 1998

Published in: Test (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02562621

zbMATH Keywords

Markov chain Monte CarloRao-Blackwell theoremGibbs samplingimproper priorsaccept-reject algorithm

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to statistics (62-02) Inference from stochastic processes (62M99) Statistical decision theory (62C99) Probabilistic methods, stochastic differential equations (65C99)

Related Items

An Extension of the Metropolis Algorithm ⋮ Optimal estimators for the importance sampling method

Uses Software

• BUGS

Cites Work

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