Computing Bayes: from then `til now

DOI10.1214/22-STS876MaRDI QIDQ6540226FDOQ6540226

Authors: Gael M. Martin, David T. Frazier, Christian Robert 

Publication date: 15 May 2024

Published in: Statistical Science (Search for Journal in Brave)

zbMATH Keywords

Markov chain Monte Carlosequential Monte CarloHamiltonian Monte Carloimportance samplingLaplace approximationMetropolis-Hastings algorithmpseudo-marginal methodsapproximate Bayesian methodshistory of Bayesian computation

Mathematics Subject Classification ID

Statistics (62-XX)

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Cited In (2)

• Dimension-free mixing times of Gibbs samplers for Bayesian hierarchical models
• Approximating Bayes in the 21st century

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