Statistical inference and Monte Carlo algorithms. (With discussion)

DOI10.1007/BF02562621zbMath0884.62001MaRDI QIDQ1372568

George Casella

Publication date: 5 April 1998

Published in: Test (Search for Journal in Brave)

zbMATH Keywords

Markov chain Monte Carlo; Rao-Blackwell theorem; Gibbs sampling; improper priors; accept-reject algorithm

Mathematics Subject Classification ID

62-02: Research exposition (monographs, survey articles) pertaining to statistics

62M99: Inference from stochastic processes

62C99: Statistical decision theory

65C99: Probabilistic methods, stochastic differential equations

Related Items

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

Uses Software

• BUGS

Cites Work

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