834 citations · 3.9k across the 95 of their papers we have counts for
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Computing Bayes: Bayesian Computation from 1763 to the 21st Century
Gael M. Martin, David T. Frazier, Christian P. Robert
The Bayesian statistical paradigm uses the language of probability to express uncertainty about the phenomena that generate observed data. Probability distributions thus characteri…
Generalized Poisson Difference Autoregressive Processes
Giulia Carallo, Roberto Casarin, Christian P. Robert
This paper introduces a new stochastic process with values in the set Z of integers with sign. The increments of process are Poisson differences and the dynamics has an autoregress…
Markov Chain Monte Carlo Methods, a survey with some frequent misunderstandings
Christian P. Robert, Wu Changye
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 \&…