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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

Type
Chapitre d'ouvrage
External document link
http://hal.archives-ouvertes.fr/hal-00473019/fr/
Date
2010
Book title
Handbook of Computational Statistics
Book author
Härdle, Wolfgang; Gentle, James; Mori, Yuichi
Publisher
Springer
Published in
Berlin
ISBN
978-3-540-40464-4
Number of pages
1070
Pages
719-766
Metadata
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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 / Keywords
Bayesian Statistics
JEL
C11 - Bayesian Analysis: General