Bayesian computational methods

DOI10.1098/RSTA.1991.0130MaRDI QIDQ4007268zbMATH OpenOpenAlexFDO

Authors A. F. M. Smith

Publication date 27 September 1992

Published in Philosophical Transactions of the Royal Society of London. Series A: Physical and Engineering Sciences (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1002.2702

zbMATH Keywords

Gibbs sampleradaptive Monte CarloBayes' theoremadaptive quadratureintegrated likelihood approachMarkov chain simulation procedure

Mathematics Subject Classification ID

Bayesian inference (62F15) Probabilistic methods, stochastic differential equations (65C99) Numerical integration (65D30)

Abstract: 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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(28)

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Describes a project that uses

Uses Software

• mcsm
• AMCMC
• R

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