Markov Chain Monte Carlo Methods, a survey with some frequent misunderstandings

Abstract

In this chapter, we review some of the most standard MCMC tools used in Bayesian computation, along with vignettes on standard misunderstandings of these approaches taken from Q \&~A's on the forum Cross-validated answered by the first author.

To appear in the Handbook of Computational Statistics, John Wiley & Sons

References in corpus (1)

• Better together? Statistical learning in models made of modules