6533b7d8fe1ef96bd126ab9a
RESEARCH PRODUCT
Statistical inference and Monte Carlo algorithms
José M. BernardoJames O. BergerJames O. BergerDaniel PeñaThomas J. DiciccioJoseph L SchaferMartin T. WellsPaul GustafsonAlfonso Fernández GonzálezDavid Rios InsuaGeorge CasellaA. P. DawidLarry WassermanEdward I. GeorgeJun S. LiuP. A. García-lópezRobert L. StrawdermanXiao-li MengAnne PhilippeJuan Ferrándizsubject
Statistics and ProbabilityDecision theoryMonte Carlo methodMarkov chain Monte CarloStatistics::ComputationComplement (complexity)symbols.namesakeStatistical inferencesymbolsMonte Carlo method in statistical physicsStatistics Probability and UncertaintyStatistical theoryAlgorithmGibbs samplingMathematicsdescription
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.
| year | journal | country | edition | language |
|---|---|---|---|---|
| 1996-12-01 | Test |