Computational advances for and from Bayesian analysis

被引：29

作者：

Andrieu, C ^{[1
]}

Doucet, A

Robert, CP

机构：

[1] Univ Bristol, Dept Math, Bristol BS8 1TW, Avon, England

[2] Univ Cambridge, Dept Engn, Cambridge CB2 1PZ, England

[3] Univ Paris 09, CEREMADE, F-75775 Paris, France

来源：

STATISTICAL SCIENCE | 2004年 / 19卷 / 01期

关键词：

Monte Carlo methods; importance sampling; Markov chain Monte Carlo (MCMC) algorithms;

D O I：

10.1214/088342304000000071

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

The emergence in the past years of Bayesian analysis in many methodological and applied fields as the solution to the modeling of complex problems cannot be dissociated from major changes in its computational implementation. We show in this review how the advances in Bayesian analysis and statistical computation are intermingled.

引用

页码：118 / 127

页数：10

共 72 条

[1] Joint Bayesian model selection and estimation of noisy sinusoids via reversible jump MCMC
Andrieu, C
Doucet, A
[J]. IEEE TRANSACTIONS ON SIGNAL PROCESSING, 1999, 47 (10) : 2667 - 2676
[2] ANDRIEU C, 2001, 0125 CEREMADE U PAR
[3] [Anonymous], 1998, COMM STATIST STOCH M, DOI [DOI 10.1080/15326349808807466, 10.1080/15326349808807466]
[4] [Anonymous], 1979, Monte Carlo Methods, DOI DOI 10.1007/978-94-009-5819-7
[5] The interplay of Bayesian and frequentist analysis
Bayarri, MJ
Berger, JO
[J]. STATISTICAL SCIENCE, 2004, 19 (01) : 58 - 80
[6] The intrinsic Bayes factor for model selection and prediction
Berger, JO
Pericchi, LR
[J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1996, 91 (433) : 109 - 122
[7] BERGER JO, 2001, MODEL SELECTION, P135
[8] Bayesian statistics and the efficiency and ethics of clinical trials
Berry, DA
[J]. STATISTICAL SCIENCE, 2004, 19 (01) : 175 - 187
[9] Efficient construction of reversible jump Markov chain Monte Carlo proposal distributions
Brooks, SP
Giudici, P
Roberts, GO
[J]. JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY, 2003, 65 : 3 - 39
[10] Markov chain Monte Carlo:: 10 years and still running!
Cappé, O
Robert, CP
[J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 2000, 95 (452) : 1282 - 1286

← 1 2 3 4 5 6 7 8 →