Simulation in Statistics - Archive ouverte HAL Accéder directement au contenu
Pré-Publication, Document De Travail Année : 2011

Simulation in Statistics

Résumé

Simulation has become a standard tool in statistics because it may be the only tool available for analysing some classes of probabilistic models. We review in this paper simulation tools that have been specifically derived to address statistical challenges and, in particular, recent advances in the areas of adaptive Markov chain Monte Carlo (MCMC) algorithms, and approximate Bayesian calculation (ABC) algorithms.

Domaines

Calcul [stat.CO]

Dates et versions

hal-00596299 , version 1 (27-05-2011)

Identifiants

Citer

Christian Robert. Simulation in Statistics. 2011. ⟨hal-00596299⟩
194 Consultations
0 Téléchargements

Altmetric

Partager

Gmail Facebook X LinkedIn More