0000000000322980

AUTHOR

Larry Wasserman

showing 2 related works from this author

Statistical inference and Monte Carlo algorithms

1996

This review article looks at a small part of the picture of the interrelationship between statistical theory and computational algorithms, especially the Gibbs sampler and the Accept-Reject algorithm. We pay particular attention to how the methodologies affect and complement each other.

Statistics and ProbabilityDecision theoryMonte Carlo methodMarkov chain Monte CarloStatistics::ComputationComplement (complexity)symbols.namesakeStatistical inferencesymbolsMonte Carlo method in statistical physicsStatistics Probability and UncertaintyStatistical theoryAlgorithmGibbs samplingMathematicsTest
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An overview of robust Bayesian analysis

1994

Robust Bayesian analysis is the study of the sensitivity of Bayesian answers to uncertain inputs. This paper seeks to provide an overview of the subject, one that is accessible to statisticians outside the field. Recent developments in the area are also reviewed, though with very uneven emphasis. © 1994 SEIO.

Statistics and ProbabilityComputer scienceBayesian probabilitycomputer.software_genreData scienceField (computer science)Bayesian robustnessN/ARobust Bayesian analysisPrior probabilityData miningSensitivity (control systems)Statistics Probability and Uncertaintycomputer
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