Bayesian Computational Methods
In this survey of computational Bayesian techniques, we first discuss thestandard computational difficulties with the Bayesian approach, then we coverthe usual resolutions of these difficulties, mostly based upon simulation. Theillustrations concentrate on missing variable models.
Year of publication: |
2004
|
---|---|
Authors: | Robert, Christian P, |
Institutions: | Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES) |
Saved in:
freely available
Saved in favorites
Similar items by person
-
A Mixture Approach to Bayesian Goodness of Fit
Robert, Christian P,, (2002)
-
Mixture Models, Latent Variables and Partitioned Importance Sampling
Casella, George, (2000)
-
Convergence Controls for MCMC Algorithms with Applications to Hidden Markov Chains
Robert, Christian P,, (1998)
- More ...