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oaioai:basepub.dauphine.fr:123456789/6335

Simulation in Statistics

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Publication date
1 January 2011
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Abstract

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.ou

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Base de publications de l'université Paris-Dauphine

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Last time updated on 09/07/2019

This paper was published in Base de publications de l'université Paris-Dauphine.

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