Computing Bayes: From Then 'Til Now 1 - Archive ouverte HAL Accéder directement au contenu
Pré-Publication, Document De Travail Année : 2022

Computing Bayes: From Then 'Til Now 1

Résumé

This paper takes the reader on a journey through the history of Bayesian computation, from the 18th century to the present day. Beginning with the one-dimensional integral first confronted by Bayes in 1763, we highlight the key contributions of: Laplace, Metropolis (and, importantly, his coauthors!), Hammersley and Handscomb, and Hastings, all of which set the foundations for the computational revolution in the late 20th century-led, primarily, by Markov chain Monte Carlo (MCMC) algorithms. A very short outline of 21st century computational methods-including pseudo-marginal MCMC, Hamiltonian Monte Carlo, sequential Monte Carlo, and the various 'approximate' methods-completes the paper.
Fichier principal
Vignette du fichier
2208.00646.pdf (1.25 Mo) Télécharger le fichier
Origine : Fichiers produits par l'(les) auteur(s)
Licence : CC BY - Paternité

Dates et versions

hal-03911805 , version 1 (23-12-2022)

Identifiants

Citer

Gael M. Martin, David T. Frazier, Christian P. Robert. Computing Bayes: From Then 'Til Now 1. 2022. ⟨hal-03911805⟩
21 Consultations
24 Téléchargements

Altmetric

Partager

Gmail Facebook X LinkedIn More