Statistical inference and Monte Carlo algorithms. (With discussion)

DOI10.1007/BF02562621zbMath0884.62001OpenAlexW2130371299MaRDI QIDQ1372568

George Casella

Publication date: 5 April 1998

Published in: Test (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02562621

zbMATH Keywords

Markov chain Monte CarloRao-Blackwell theoremGibbs samplingimproper priorsaccept-reject algorithm

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to statistics (62-02) Inference from stochastic processes (62M99) Statistical decision theory (62C99) Probabilistic methods, stochastic differential equations (65C99)

Related Items

An Extension of the Metropolis Algorithm, Optimal estimators for the importance sampling method

Uses Software

• BUGS

Cites Work

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