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Subject
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ABC algorithms 1 Bayesian inference 1 Gibbs sampler 1 MCMC methods 1 consistence 1 simulation 1
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Book / Working Paper 1
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Undetermined 1
Author
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Robert, Christian P. 1
Institution
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Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES) 1
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Working Papers / Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES) 1
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RePEc 1
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Bayesian Computational Tools
Robert, Christian P. - Centre de Recherche en Économie et Statistique … - 2013
This chapter surveys advances in the field of Bayesian computation over the past twenty years, from a purely personnal viewpoint, hence containing some ommissions given the spectrum of the field. Monte Carlo, MCMC and ABC themes are thus covered here, while the rapidly expanding area of particle...
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