• Christian P. Robert
  • George Casella
Part of the Springer Texts in Statistics book series (STS)


Until the advent of powerful and accessible computing methods, the experimenter was often confronted with a difficult choice. Either describe an accurate model of a phenomenon, which would usually preclude the computation of explicit answers, or choose a standard model which would allow this computation, but may not be a close representation of a realistic model. This dilemma is present in many branches of statistical applications, for example, in electrical engineering, aeronautics, biology, networks, and astronomy. To use realistic models, the researchers in these disciplines have often developed original approaches for model fitting that are customized for their own problems. (This is particularly true of physicists, the originators of Markov chain Monte Carlo methods.) Traditional methods of analysis, such as the usual numerical analysis techniques, are not well adapted for such settings.


Posterior Distribution Failure Probability Maximum Likelihood Estimator Exponential Family Markov Chain Monte Carlo Method 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.


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Copyright information

© Springer Science+Business Media New York 2004

Authors and Affiliations

  • Christian P. Robert
    • 1
  • George Casella
    • 2
  1. 1.CEREMADEUniversité Paris DauphineParis Cedex 16France
  2. 2.Department of StatisticsUniversity of FloridaGainesvilleUSA

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