Computing Bayes: From Then ‘Til Now
نویسندگان
چکیده
This paper takes the reader on a journey through history of Bayesian computation, from 18th century to present day. Beginning with one-dimensional integral first confronted by Bayes in 1763, we highlight key contributions of: Laplace, Metropolis (and, importantly, his co-authors!), Hammersley and Handscomb, Hastings, all which set foundations for computational revolution late 20th -- led, primarily, Markov chain Monte Carlo (MCMC) algorithms. A very short outline 21st methods including pseudo-marginal MCMC, Hamiltonian Carlo, sequential various `approximate' completes paper.
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ژورنال
عنوان ژورنال: Statistical Science
سال: 2023
ISSN: ['2168-8745', '0883-4237']
DOI: https://doi.org/10.1214/22-sts876