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Bayesian Computational Methods

Christian Robert
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Christian Robert: Crest

No 2004-33, Working Papers from Center for Research in Economics and Statistics

Abstract: In this survey of computational Bayesian techniques, we first discuss thestandard computational difficulties with the Bayesian approach, then we coverthe usual resolutions of these difficulties, mostly based upon simulation. Theillustrations concentrate on missing variable models.

Date: 2004
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