output
20022015
most citedInferring population history with DIYABC: a user-friendly approach to Approximate Bayesian Computation

688 citations

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5 papers · 1 filter

stat.CO2015★ 15 cited

Bayesian computation: a perspective on the current state, and sampling backwards and forwards

Peter J. Green, Krzysztof Łatuszyński, Marcelo Pereyra +1

The past decades have seen enormous improvements in computational inference based on statistical models, with continual enhancement in a wide range of computational tools, in compe…

stat.CO2014

Computation of Gaussian orthant probabilities in high dimension

James Ridgway

We study the computation of Gaussian orthant probabilities, i.e. the probability that a Gaussian falls inside a quadrant. The Geweke-Hajivassiliou-Keane (GHK) algorithm [Genz, 1992…

stat.CO2010

Exact Bayesian Analysis of Mixtures

Christian P. Robert, Kerrie L. Mengersen

In this paper, we show how a complete and exact Bayesian analysis of a parametric mixture model is possible in some cases when components of the mixture are taken from exponential…

stat.CO2010

On computational tools for Bayesian data analysis

Christian P. Robert, Jean-Michel Marin

While Robert and Rousseau (2010) addressed the foundational aspects of Bayesian analysis, the current chapter details its practical aspects through a review of the computational me…

stat.CO2007★ 208 cited

Adaptive Importance Sampling in General Mixture Classes

Olivier Cappé, Randal Douc, Arnaud Guillin +2

In this paper, we propose an adaptive algorithm that iteratively updates both the weights and component parameters of a mixture importance sampling density so as to optimise the im…