Title :
Simulation in statistics
Author :
Robert, Christian P.
Author_Institution :
CEREMADE, Univ. Paris-Dauphine, Paris, France
Abstract :
Simulation has become a standard tool in statistics because it may be the only tool available for analyzing some classes of probabilistic models. We review in this paper simulation tools that have been specifically derived to address statistical challenges and, in particular, recent advances in the areas of adaptive Markov chain Monte Carlo (MCMC) algorithms, and approximate Bayesian calculation (ABC) algorithms.
Keywords :
Bayes methods; Markov processes; Monte Carlo methods; approximation theory; adaptive Markov chain Monte Carlo algorithm; approximate Bayesian calculation algorithm; probabilistic model; standard tool; statistical challenge; statistics simulation; Adaptation models; Bayesian methods; Computational modeling; Hidden Markov models; Markov processes; Monte Carlo methods; Proposals;
Conference_Titel :
Simulation Conference (WSC), Proceedings of the 2011 Winter
Conference_Location :
Phoenix, AZ
Print_ISBN :
978-1-4577-2108-3
Electronic_ISBN :
0891-7736
DOI :
10.1109/WSC.2011.6147744
