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~person:"Robert, Christian P."
~person:"Korobilis, Dimitris"
~language:"fra"
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Bayesian inference
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Bayes-Statistik
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MCMC approximations
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PMC scheme
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Statistical inference
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adaptativité
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adaptive algorithms
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chaînes de Markov cachées
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fonction d’importance
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hidden Markov chains
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importance sampling
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Robert, Christian P.
Korobilis, Dimitris
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Des spécificités de l'approche bayésienne et de ses justifications en statistique inférentielle
Robert, Christian P.
-
2013
Persistent link: https://www.econbiz.de/10010348576
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2
Estimation bayésienne approximative par échantillonnage préférentiel.
Guillin, Arnaud
;
Marin, Jean-Michel
;
Robert, Christian P.
-
Université Paris-Dauphine
-
2005
alternative to the use of the MCMC approximations, Cappé et al. [2004] have shown that the notion of importance
sampling
…
Persistent link: https://www.econbiz.de/10009002735
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