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Introduction

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

Abstract

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.

Keywords

Posterior Distribution Prior Distribution 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 1999

Authors and Affiliations

  • Christian P. Robert
    • 1
    • 2
  • George Casella
    • 3
  1. 1.Laboratoire de StatistiqueCREST-INSEEParis Cedex 14France
  2. 2.Dept. de Mathematique UFR des SciencesUniversite de RouenMont Saint Aignan cedexFrance
  3. 3.Biometrics UnitCornell UniversityIthacaUSA

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